Allow 'to_json' to run in unordered fashion in order to lower memory footprint
I'm using `to_json(..., num_proc=num_proc, compressiong='gzip')` with `num_proc>1`. I'm having an issue where things seem to deadlock at some point. Eventually I see OOM. I'm guessing it's an issue where one process starts to take a long time for a specific batch, and so other process keep accumulating their results in memory.

In order to flush memory, I propose we use optional `imap_unordered`. This will prevent one process to block the other ones. The logical thinking is that index are rarily relevant, and in one wants to keep an index, one can still create another column and reconstruct from there.