Parallel build for CI
Letting this sit in draft state for a while to see if issues pop up

Note that this doesn't affect Windows (not sure yet if it can). Also previous attempts had `-j4` but I believe we only get 2 virtual cores for the CI machines so that was probably overkill. 
lgtm pending green Nice! - I was just about to ask on https://github.com/pandas-dev/pandas/issues/30356 why we don't do this in CI @alimcmaster1 tried previously in #30214 but had to revert as the Py36 builds would intermittently fail thereafter.

Certainly open to any input you have on this can you rebase again so we have a fresh comparison vs master. can you show the build or CI times (just see a representative sample) Overall build time tends to fluctuate but this looks to chop off 2-5 minutes on average from non-Windows lgtm. thanks @WillAyd  Nice improvement, thanks @WillAyd 

xref #24028