[docs] Apply component formatting convention

[oliviertassinari]

Steps to reproduce

I'm opening this issue to keep track of the migration to update the component formatting to match this convention https://www.notion.so/mui-org/Style-conventions-for-MUI-components-and-products-dff7d2d7d1ba4a4abd47f48cf345b800 in all the codebase.

This is an extension of the off-topic discussion in #218 (comment). We don't necessarily need to fix it tomorrow, but we want to have someplace to coordinate the changes cc @samuelsycamore. I could see community contributors helping on this. It's fairly much something that is time intensive, so perfect for the community and not that great for maintainers.