BUG: Improve memory usage with openpyxl
- [x] closes #41681
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Hello @jordanrmerrick! 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 2021-09-09 18:56:54 UTC The above commit won't work right now, I'm just adding it so the progress is visible. I still need to change how the cells are styled before it should work. This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. @jordanrmerrick Friendly ping to see if you're interested in continuing this PR. Thanks for the contribution, but it appears this PR has gone stale. Closing due to inactivity but if you're interested in continuing we would be happy to reopen. > Thanks for the contribution, but it appears this PR has gone stale. Closing due to inactivity but if you're interested in continuing we would be happy to reopen.

Hello, unfortunately I had to take an extended hiatus from pretty much all my personal coding work. I'm thankfully able to pick it up again, and this is a big priority of mine! 

If you're able to reopen this PR, I would appreciate it. I'll be working on this PR consistently. Hi, posting some updates here: 

I'm still working on this, but progress has been slow. The way `write_only` workbooks work is causing complications with how to add styles (fonts, colors, etc.) to cells in a way that works with the existing methods in Pandas' code. Merged cells are also proving to be quite tricky. 

It's taking so long to add to this because I think I'm going to have to rewrite a lot of Pandas' implementation of openpyxl and I'm trying to plan it out beforehand. Sorry about that! I should be pushing ~some~ code in the next day or so. closing as stale but ping if you want to continue