ci: Add missing "set -e" to scripts run by su.

ci: Add missing "set -e" to scripts run by su.

If any shell command fails, the whole script should fail.  To avoid
future omissions, add this even for single-command scripts that use su
with heredoc syntax, as they might be extended or copied-and-pasted.

Extracted from a larger patch that wanted to use #error during
compilation, leading to the diagnosis of this problem.

Reviewed-by: Tristan Partin <tristan@partin.io> (earlier version)
Discussion: https://postgr.es/m/DDZP25P4VZ48.3LWMZBGA1K9RH%40partin.io
Backpatch-through: 15