Let me cut down the number of jobs, slightly.

Would

df.a = [r'$\delta$','x','y']

instead of the current

df.a = [$\delta$','x','y']

mitigate the error, @agoose77? Curious that it fails only for some of the tests from the matrix.

Relevant line from the readthedocs build:

WARNING: The default value for `navigation_with_keys` will change to `False` in the next release.
If you wish to preserve the old behavior for your site, set `navigation_with_keys=True` in the `html_theme_options` dict in your `conf.py` file.
Be aware that `navigation_with_keys = True` has negative accessibility implications:https://github.com/pydata/pydata-sphinx-theme/issues/1492

Would

df.a = [r'$\delta$','x','y']

instead of the current

df.a = [$\delta$','x','y']

mitigate the error, @agoose77? Curious that it fails only for some of the tests from the matrix.

This is the fix that I've ultimately chosen, thanks @michaelweinold — I was also thinking of using a non-escaped character. I wasn't sure why docutils fails to escape this properly before I realised that it's being escaped in JSON, not in Python.

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Well, well, well - the tests look great! Glad I could help with #552 (comment). Could we get another review by @choldgraf, perhaps? I believe everyone in #543 is eager for a new release.