CI: Add single CPU core build for pytest.mark.single
- [x] closes #44584
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

1. Adds MacOS, Windows and Linux builds where `PYTEST_WORKERS = 1` for `@pytest.mark.single` tests
2. Convert `@pytest.mark.high_memory` to `@pytest.mark.single` (seem to serve the same purpose)
2. Tries to mark all `s3_resource` fixture tests as `@pytest.mark.single` to hopefully reduce timeouts
3. Moves sqlite tests as  `@pytest.mark.db` tests
Going to try another approach first.