Is your feature request related to a problem? Please describe.

When a gRPC client and gRPC server are local to each other, we avoid going through the network:

As an unfortunate side effect, this bypasses all of our gRPC interceptors:

and, perhaps less importantly, the client side ones:

This introduces subtle behavior changes between the two code paths that are
undesirable. The interceptors house tracing and auth logic, for example. In
principle any change to the interceptors requires a second round through the
internal code path, which rarely happens, leading to potential and actual
bugs.

Describe the solution you'd like

It seems desirable for the local vs regular code paths to share as much as
possible while preserving the performance benefit. Since we want to avoid
serialization, we can't use dialer trickery. Instead, the sweet spot might be
linking the respective interceptors into the right places.

Describe alternatives you've considered

Additional context

Jira issue: CRDB-12234