Add GitHub Actions workflow to lint markdown files

[Shlomo Zalman Heigh]

I'm creating this issue to track this enhancement. I hope to have time to work on this myself but am happy to have input and/or collaboration from others.
I'm thinking we can do something similar to what the CheatSheetSeries project has - see https://github.com/OWASP/CheatSheetSeries/blob/master/.github/workflows/md_lint_check.yml

@jmbmxer you're welcome to assign the issue to me if you like.