Uninstalling a module deletes dashboards that have a block provided by that module

I'm not 100% sure if the proposed solution is the right UX.

The user has a confirmation form where it's informed that this would happen. They could always go to the dashboard, remove the offending blocks, and try to uninstall again.

I think this could use ConfigEntityInterface::onDependencyRemoval()

Good call, Probably we should do just as in \Drupal\layout_builder\Entity\LayoutBuilderEntityViewDisplay::onDependencyRemoval and remove the block or section affected.

That MR is straight copypaste from LayoutBuilderEntityViewDisplay and works as expected. This needs tests tho.