hey folks - I just found out about an interesting project that @anntzer from the Matplotlib community is working on. It's called "sphinx-exhibit" and replicates many of the things that sphinx-gallery does with a few improvements:

https://github.com/anntzer/sphinx-exhibit

The main differences to me seem to be:

1. sphinx-exhibit does more introspection of the code to generate intersphinx links for methods etc, similar to what @larsoner was working on in a recent PR (don't remember which one).
2. sphinx-exhibit exposes some sphinx directives so you can embed a gallery of specific examples files.

Anyway, worth keeping an eye on the project! Maybe the build process of sphinx-exhibit is different enough that it isn't possible to mimic in sphinx-gallery, but worth checking nonetheless!