Accept empty dataframes in DataFrame.to_parquet
Fixes #27339

I wrote two tests because `fastparquet` adds a name to the index when it deserializes.

- [x] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Thanks @jreback. Should this go in the whatsnew for 0.25.0 or 0.25.1? > Thanks @jreback. Should this go in the whatsnew for 0.25.0 or 0.25.1?

you can put in 0.25.0 lgtm. @CJStadler ping on green. It's green @jreback. Thanks! thanks!