Build nested gadgets/sub-circuits consistently

[AntoineRondelet]

As mentioned in https://github.com/clearmatics/zecale/pull/19#discussion_r460721638 let's be consistent with how nested gadgets are instantiated.

[dtebbs]

I would be in favour of simply avoiding shared_ptr unless absolutely necessary. The disadvantages I see in using it where not strictly necessary are:

• It encourages classes which can be left in an uninitialized state, which increases the risk of mysterious runtime bugs. Where possible, it should only be possible to construct classes that are fully initialized / allocated. It makes it more difficult to misuse variables that are in scope.
• Unnecessary pointers creates more allocation and freeing, and memory fragmentation

In may cases, we need to use pointers of some kind. shared_ptr may sometimes be the right solution, although there are cases where another type might be safer (especially where the sub-gadget is intended to be internal to the gadget that creates it).