Description of the desired feature

I think it would be worthwhile to add @seisman's example from the forum (https://forum.generic-mapping-tools.org/t/different-colorbars-for-subplots/1797/8) or something similar as either a gallery example or part of a tutorial, showing how to use set_panel to apply different colormaps to subplots. This is probably a common use-case case for PyGMT, but not obvious without an example.