Set up a smoke screen test before the full matrix is run

[ViralBShah]

I often see PRs running the full matrix and all of them failing. I almost wonder if there is a way, such that we run one CI test (say ubuntu-latest, x64, latest stable release), and run the full matrix only after that passes (and ideally not re-running that one).

Would probably help save quite a bit on CI running time.

[DilumAluthge]

Sounds like a good idea. It should be relatively easy to implement. I can take a look at some point, although I probably won't have a chance to get to it this week.