Add dependency review workflow (#7702)

Co-authored-by: Ruben Buniatyan <rubo@users.noreply.github.com>

.github/workflows/dependency-review.yml

@@ -0,0 +1,18 @@
+name: Dependency review
+
+on: [pull_request]
+
+permissions:
+  contents: read
+
+jobs:
+  dependency-review:
+    name: Dependency review
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out repository
+        uses: actions/checkout@v4
+      - name: Dependency review
+        uses: actions/dependency-review-action@v4
+        with:
+          fail-on-severity: high