When working on https://github.com/racket/racket , what’s the recommended way to run all tests (or maybe rather all tests that can be run sensibly locally without set-up beyond that to run make)?

There is not really an “all tests” concept, in part because the tests are in a variety of forms and places, but you might start by looking at https://github.com/racket/racket/blob/master/.github/workflows/ci-push-x86_linux.yml#L236