Apply min_itemsize to index even when not appending
 - [x] closes #10381
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry
can you add a replica of @TomAugspurger example as well (you can make a new test function is fine). Just to cover the bases. otherwise lgtm. ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14812?src=pr) is 85.26% (diff: 100%)
> Merging [#14812](https://codecov.io/gh/pandas-dev/pandas/pull/14812?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

```diff
@@             master     #14812   diff @@
==========================================
  Files           144        144          
  Lines         50981      50980     -1   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          43470      43469     -1   
  Misses         7511       7511          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [81a2f79...c07f1e4](https://codecov.io/gh/pandas-dev/pandas/compare/81a2f792a342a047bcc98b45cd6e99e6d82010b3...c07f1e4c987c01df60590c48dc6c6cd55c377f84?src=pr) Appveyor is stuck again rebase again, problem with appeveyor which i just fixed