GMT.jl is not thread capable

[joa-quim]

Made this experiment

julia> Threads.nthreads()
6

julia> G = GMT.peaks(N=2000);

julia> @time for k=1:20 grdgradient(G, A=0); end
  9.382858 seconds (160.01 M allocations: 2.683 GiB, 4.60% gc time)

julia> @time Threads.@threads for k=1:20 grdgradient(G, A=0); end
grdgradient [ERROR]: Option -n given more than once
grdgradient [ERROR]: Option -n parsing failure. Correct syntax:
...

The problem is very likely that all threads are using the same API session and mess follows as it has to be.
The solution seems to be to create a mechanism where each new thread launches a new gmt() process with its own API session.