ENH: GH14883: json_normalize now takes a user-specified separator
 - [x] closes #14883
 - [ ] tests added / passed (added 3 tests: `test_simple_normalize_with_{default, user_specified, user_specified_unicode}_separator`)
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry (v0.20.0)

However, this doesn't work, even after making the fixes suggested in https://github.com/pandas-dev/pandas/pull/14891. I thought replacing `'.'` in `meta_keys = ['.'.join(val) for val in meta]` with `sep` would do the trick. It doesn't, so I'm a little puzzled. Happy to take a suggestion.