docs: add OpenAI-compatible gateway example

[cerebrixos]

This documents an existing compatibility path rather than adding a new provider.

Why this seemed useful:

• ChainForge already supports OPENAI_BASE_URL
• teams often benchmark or compare prompts through an OpenAI-compatible gateway or control plane
• the docs example keeps the normal OpenAI provider flow intact while showing how to point it at a compatible endpoint

I used Tuning Engines as a concrete example because it is OpenAI-compatible and the pattern is easy to copy for any similar endpoint.