DOC: Clarify that DataFrame string formatters must return strings
I am not 100% sure that string formatters must really return _unicode_ strings
(non-unicode strings seem to work, too), but I am leaving that because it's
what is already documented.
related #6052

Disagree this "fixes" 6052, but it does help! I wonder if there is a good place in the docs to add more about this?

I think probably we should catch bad input and re-raise it with better message... accepting string e.g. `'%0.f'` would also be nice.
 ok...will leave open #6052 

@shoyer thanks for the investigation
