BUG: Ensure min_itemsize is always a list (#11412)
 - [x] closes #11412
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] tests added / passed
 - [x] whatsnew entry

(I plan to fix #10381 and #12154 next, but first we need coherence on ``type(data_columns)`` - and ``Index`` seems to me the best option.)