TL;DR
The setup-gcloud action should support installing optional components. Currently, the only way to install optional components is to add a run action to your ci.yml like:
steps:
- uses: GoogleCloudPlatform/github-actions/setup-gcloud@master
- name: Install Google Cloud SDK components
run: yes | gcloud components install beta cloud-firestore-emulator
In practice, this approach seems to take a long time to execute, and often flakes.