Validate type hints and fix any incorrect ones

[t1m0thyj]

In #312 we added type annotations, but currently they are not being validated.

• Investigate running mypy in CI to validate existing type annotations
• Consider adding MyPy Type Checker to list of recommended extensions: .vscode/extensions.json
• Fix any incorrect type annotations found (e.g. return type of RequestHandler.perform_request is not dict)

[github-actions]

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