GRO-107: Update MCP docs to recommend direct connection

[Copilot]

Docs for Cursor (OAuth) and Gemini CLI (OAuth + Service Accounts) were recommending npx mcp-remote as a stdio proxy. Both clients now support native HTTP transport, so the proxy is unnecessary.

Changes

• Cursor OAuth: Replace command/args mcp-remote config with direct url field (consistent with the existing Cursor Service Accounts config)
• Gemini CLI OAuth: Replace gemini mcp add mixpanel npx -y mcp-remote ... with gemini mcp add --transport http ...; settings.json uses httpUrl instead of command/args
• Gemini CLI Service Accounts: Replace mcp-remote + env-based header injection with --transport http --header CLI flag and httpUrl/headers in settings.json

Before (Cursor OAuth):

{
  "mcpServers": {
    "mixpanel": {
      "command": "npx",
      "args": ["-y", "mcp-remote", "https://mcp.mixpanel.com/mcp"]
    }
  }
}

After:

{
  "mcpServers": {
    "mixpanel": {
      "url": "https://mcp.mixpanel.com/mcp"
    }
  }
}

The mcp-remote reference in the "Building Custom Integrations" section is intentionally preserved — it remains relevant for developers building custom OAuth clients.

[linear-code]

GRO-107

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