The jobs logic is factored out into `options.py` and used consistently
in all places where a `make` (build) is called. It's not used for
`make install`.
Scripts can now be called with `--jobs` without argument, which will
use the max amount of CPU threads reported by the OS.
Also adds `-j` alias for `--jobs`.
We don't need to ship with them so we can save some space this way.
We added an option in case someone wants to keep the pdb files:
`--remove-pdb=False`
