clean up temp files

[ijlyttle]

As I understand, one of the CRAN rules is that a function that creates a temp file shall delete that temp file, essentially "leave no footprints". As well, as I understand, they check this for new packages, but not for updates. Even so, I think it is a sound idea.

As I make my way through #159, I am adding on.exit(fs::file_delete(temp_file)) to whatever I come across, but I think we should make a larger effort of this.

Making things more interesting is that there will soon be a new release of {withr} with a set of tools that the Tidyverse team will use to take care of this (r-lib/usethis#1217) - maybe we could do the same, but not immediately.