Support Approval path for MCP tools.

[maralbahari]

as per documentation https://developers.openai.com/api/docs/guides/tools-connectors-mcp
the first example is:

from openai import OpenAI

client = OpenAI()

resp = client.responses.create(
    model="gpt-5.6",
    tools=[
        {
            "type": "mcp",
            "server_label": "dmcp",
            "server_description": "A Dungeons and Dragons MCP server to assist with dice rolling.",
            "server_url": "https://dmcp-server.deno.dev/mcp",
            "require_approval": "never",
        },
    ],
    input="Roll 2d4+1",
)

which is the current supported shape in our gateway so far. since our current agentic loop not handling the approval path we can support that later.
The shape of require_approval : { "never": {"tool_names":[]}} is specific to filtering approval.
with example:

from openai import OpenAI

client = OpenAI()

resp = client.responses.create(
    model="gpt-5.6",
    tools=[
        {
            "type": "mcp",
            "server_label": "deepwiki",
            "server_url": "https://mcp.deepwiki.com/mcp",
            "require_approval": {
                "never": {
                    "tool_names": ["ask_question", "read_wiki_structure"]
                }
            }
        },
    ],
    input="What transport protocols does the 2025-03-26 version of the MCP spec (modelcontextprotocol/modelcontextprotocol) support?",
)

will make this comment to an issue for this to add for future support.

Originally posted by @maralbahari in #138 (comment)