Update notebook contrib guidance, update a few notebooks for site

[jackgerrits]

Why are these changes needed?

Uses ```{=mdx} blocks so fewer \ are needed

Related issue number

#1597

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (31a732f) 37.80% compared to head (2e40b5b) 37.80%.
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1651   +/-   ##
=======================================
  Coverage   37.80%   37.80%           
=======================================
  Files          50       50           
  Lines        5727     5727           
  Branches     1297     1297           
=======================================
  Hits         2165     2165           
  Misses       3390     3390           
  Partials      172      172           

Flag	Coverage Δ
unittests	37.80% <ø> (ø)

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[ekzhu]

There are some syntax changes in the notebook's code blocks. Can you run each of the notebooks locally just to sanity check if they work?