Move to sphinx gallery
waiting on https://github.com/sphinx-gallery/sphinx-gallery/issues/150
You may also be interested in https://github.com/ianhi/mpl-playback which I made to integrate sphinx gallery with matplotlib widgets. Basically you just record your interaction with the figure and it will play it back and draw a mouse cursor on. Then you don't need to rerecord examples of interacting if your styling changes or the behavior of the function changs slightly.
Example of it in action here: https://mpl-playback.readthedocs.io/en/latest/gallery/index.html and important lines of conf.py are here: https://github.com/ianhi/mpl-playback/blob/409e6fc68cdec4b59ce56231cbbd4d117647d3f4/doc/conf.py#L37-L45
if you want to use it let me know and i'm happy to help.