[docs] Update Shadow DOM guide

[cherniavskii]

• I have followed (at least) the PR section of the contributing guide.

Follow up on #33007

I've noticed that Dialog in Shadow DOM looses its styles, so I've updated theme overrides to include MuiModal there.
Before: https://codesandbox.io/s/shadow-dom-forked-9dpix9 (open dialog in Shadow DOM first to see the issue)
After: https://codesandbox.io/s/shadow-dom-forked-11gq2b

I've already updated the Codesandbox demo on the doc page: https://mui.com/material-ui/guides/shadow-dom/#demo

[mui-bot]

No bundle size changes

Generated by 🚫 dangerJS against f9a85c8

[mnajdova]

Looks good. This will solve the issue with all other components using the Modal, like the drawer components.

Note for myself: there are other guides that needs to be updated with this logic, for example the Tailwind CSS guide, for making sure that Tailwind classes will take precedence