DataFrame.join Copy-on-Write optimization tests
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests)
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

@phofl @noatamir @jorisvandenbossche @MarcoGorelli Could you guys please review this PR? Thanks again for the session today.
Thanks for the PR @SecretLake! The CI caught some errors which I think you can solve locally if you run pre-commit. Let us know if you need help. Thanks for the feedback @noatamir. I don‘t see any errors in the CI. Could you pls point me to the failed runs?  Oops. I thought I saw one earlier. My bad 🙈  thx @SecretLake 