DOC: Improve to_parquet documentation
fixes #29476

- [x] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry  / NA

Thanks for the PR @larroy

Looks like this doc string actually lives in `pandas/core/frame.py` so its rendered here: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.to_parquet.html

Otherwise looks good to me! LGTM - minor comment @pandas-dev/pandas-core to review/merge Hello @larroy! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-05-28 17:40:39 UTC Cc @WillAyd this looks good to me. Thanks @larroy  Thank you all for the review and help.