.NET: Thin 3.0: Enable heap allocation analyzers

Enable analyzers from this group (HAA*, HHA*): https://github.com/dotnet/roslyn-analyzers/blob/main/src/PerformanceSensitiveAnalyzers/Microsoft.CodeAnalysis.PerformanceSensitiveAnalyzers.md.
They can come either from an old package https://www.nuget.org/packages/ClrHeapAllocationAnalyzer/, or from new packages listed here: https://github.com/dotnet/roslyn-analyzers/tree/main#main-analyzers

Check other perf-related analyzers that may be useful to us.