The best approach is to develop completely local build scripts and add a few options to plug GitHub Actions' exclusive features into them. Make a build script that can take a cache folder's path as argument. Make it take a test report output path as another argument. etc.

So your GHA workflow is: set up secrets (AWS and co.), set up Python, download cache to path X if possible, run the build in X and send reports to Y, publish reports in Y. And put as much work as possible inside the build script. We have a whole Python project for that.

This is truly painless after the first development effort.