[Chore] Update Stories generation to import README directly

[MatteoPieroni]

At the moment, when generating the Storybook story files we are building up on the created Readme files.
With .mdx files we are able to import .md files directly, so we want to do that to keep the code cleaner.

Unfortunately Storybook .mdx handling at the moment doesn't support this, but it will in v6 (see Storybook issue #7644).

When v6 is ready we want to update our script to import the README.md automatically