Add CHANGELOG step to PR template

Author: nicolaskruchten

Diff for: .github/pull_request_template.md

@@ -32,5 +32,6 @@ below :-).
   modified existing tests.
 - [ ] For a new feature, I have added documentation examples in an existing or
   new tutorial notebook (please see the doc checklist as well).
+- [ ] I have added a CHANGELOG entry if fixing/changing/adding anything substantial.
 
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