[Feature] Fine control over devices in collectors (#1835) #323

Job	Run time
unittests-pettingzoo / linux-job	9m 7s
unittests-atari-dqn (3.9, 12.1) / linux-job	13m 40s
unittests-brax (3.9, 12.1) / linux-job	8m 51s
unittests-d4rl (3.9, 12.1) / linux-job	8m 36s
unittests-envpool (3.9, 12.1) / linux-job	8m 53s
unittests-gendgrl (3.9, 12.1) / linux-job	6m 42s
unittests-gym (3.9, 12.1) / linux-job	17m 15s
unittests-jumanji (3.9, 12.1) / linux-job	8m 36s
unittests-openx (3.9, 12.1) / linux-job	16m 53s
unittests-minari (3.9, 12.1) / linux-job	15m 39s
unittests-robohive (3.9, 12.1) / linux-job	10m 0s
unittests-roboset (3.9, 12.1) / linux-job	7m 40s
unittests-sklearn (3.9, 12.1) / linux-job	5m 51s
unittests-smacv2 (3.9, 12.1) / linux-job	11m 38s
unittests-vd4rl (3.9, 12.1) / linux-job	9m 41s
unittests-vmas (3.9, 12.1) / linux-job	13m 2s
	2h 52m 4s

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