ENH: Support MultiIndex columns in parquet pandas-dev#34777

1. Include issue number as a comment on added test

Author: hweecat

pandas/tests/io/test_parquet.py

@@ -416,6 +416,7 @@ def test_write_column_multiindex(self, engine):
         self.check_error_on_write(df, engine, ValueError)
 
     def test_write_column_multiindex_string(self, pa):
+        # GH #34777
         # Not supported in fastparquet as of 0.1.3 or older pyarrow version
         engine = pa