Add sharding to multiprocessing test

[ziw-liu]

Add a regression test for #3221, which seems to have been fixed by #3299.

TODO:

• Add unit tests and/or doctests in docstrings
• Add docstrings and API docs for any new/modified user-facing classes and functions
• New/modified features documented in docs/user-guide/*.rst
• Changes documented as a new file in changes/
• GitHub Actions have all passed
• Test coverage is 100% (Codecov passes)

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 61.21%. Comparing base (b5e0793) to head (595c52c).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3475   +/-   ##
=======================================
  Coverage   61.21%   61.21%           
=======================================
  Files          84       84           
  Lines        9923     9923           
=======================================
  Hits         6074     6074           
  Misses       3849     3849           

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