[issue34239] Convert test_bz2 to use tempfile

[TJG]

TJG <mail at timgolden.me.uk> added the comment:

Thanks, Brett. I'll address Serhiy's comment with a new PR and then tidy 
yup.

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nosy: +tjguk

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Python tracker <report at bugs.python.org>
<https://bugs.python.org/issue34239>
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