REF/TST: Add more pytest idiom to test_read_fwf.py
Also refactors out a compression writing utility function originally just for `test_compression.py`.

xref https://github.com/pandas-dev/pandas/pull/22200#issuecomment-448525434
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=h1) Report
> Merging [#24361](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/14c33b0e531ba955ae20a6e37750261133e5391e?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `91.66%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24361/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24361      +/-   ##
==========================================
- Coverage   92.29%   92.29%   -0.01%     
==========================================
  Files         162      162              
  Lines       51808    51832      +24     
==========================================
+ Hits        47817    47839      +22     
- Misses       3991     3993       +2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.7% <91.66%> (ø)` | :arrow_up: |
| #single | `42.98% <4.16%> (-0.02%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24361/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.66% <91.66%> (+0.08%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=footer). Last update [14c33b0...8e77117](https://codecov.io/gh/pandas-dev/pandas/pull/24361?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @gfyoung 