cmake-server: Do not try watching subdirectories with empty names

`cmsys::SystemTools::SplitPath` will return empty segments on paths
where there's duplicaded consequent slashes (e.g.  `/home/dir/my//stuff`).
This makes the cmFileWatcher choke.  Teach cmFileMonitor to skip these
empty segments.

Closes: #16531
Status Name Job ID Coverage
  External
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