[CI] Improve Docs CI Efficiency (#3587)

Co-authored-by: zhaochenyang20 <zhaochen20@outlook.com>

.github/workflows/release-docs.yml

@@ -32,6 +32,7 @@ jobs:
           pip install -r docs/requirements.txt
           apt-get update
           apt-get install -y pandoc
+          apt-get update && apt-get install -y parallel
 
       - name: Setup Jupyter Kernel
         run: |