[skyrl-train] Add example for on-policy distillation with GOLD

[pbokc]

Very very rough draft

[tyler-griggs]

Hey @pbokc we'd love to add this example! Let me know if you want me to take a look now or if you're still working through it. This is great.

[pbokc]

Hey @pbokc we'd love to add this example! Let me know if you want me to take a look now or if you're still working through it. This is great.

@tyler-griggs I'm fixing up the modal test - will lyk when I've tested