CLN: Update old .format to f-string
Reviewed and updated to f-string for:
pandas/compat/pickle_compat.py
pandas/_config/config.py
pandas/core/arrays/boolean.py

- [x] Contributes to #29547 
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Marking pickle_compat.py as done but I left the existing `.format` as is, as I believe this is a good use case for `.format`
Thanks @thepaullee 