TST: test_sql: properly drop tables with names that need to be quoted
Closes #10255 .

Rewrote some of the code in `test_sql.py` so that it now properly drops tables with names that need to be quoted.

@artemyk Thanks! 

Can you add a small note in the 0.16.2 whatsnew bugfix section?

And for the rewriting of the tests, I was thinking it would maybe be better to keep this for a separate PR if you don't mind? As this would give rahter some conflicts with the connection PR, and I am already slow with reviewing that one. So I would like to first get that one in
 @jorisvandenbossche OK, I will submit another PR.
 @jorisvandenbossche Ping.  This makes the testing code a bit more robust by making sure all tables are dropped after every test.
 Whoops, forgot this one. Looking at it now
 Thanks!
