MAINT: fix pytest depreciation warning

[cfauchereau]

Since pytest 9.1, using non-Collection iterables in @pytest.mark.parametrize is deprecated (see https://docs.pytest.org/en/stable/deprecations.html#parametrize-iterators).

Fortunately, it is easily fixable by converting the iterable to a list as suggested in pytest documentation.

This should fix the recently failing CI jobs.