Transpile gatsby-plugin-mdx with Babel for theme

Unclear whether this is a steadfast solution or a patch for the issue of
having ES6+ code in a npm dependency, but for now it allows the docs
site to be run locally.

Ref: gatsbyjs/gatsby#3780
Ref: mdx-js#542

packages/gatsby-theme-mdx/gatsby-config.js

@@ -35,7 +35,7 @@ module.exports = {
     {
       resolve: 'gatsby-plugin-compile-es6-packages',
       options: {
-        modules: ['gatsby-theme-mdx']
+        modules: ['gatsby-theme-mdx', 'gatsby-plugin-mdx']
       }
     },
     {