DOC: Add documentation on parquet categorical data handling (#58245)

Co-authored-by: Abel Tavares <abel.tavares@ctw.bmwgroup.com>

Author: abeltavares

pandas/core/frame.py

@@ -2877,9 +2877,16 @@ def to_parquet(
 
  Notes
  -----
- This function requires either the `fastparquet
- <https://pypi.org/project/fastparquet>`_ or `pyarrow
- <https://arrow.apache.org/docs/python/>`_ library.
+ * This function requires either the `fastparquet
+ <https://pypi.org/project/fastparquet>`_ or `pyarrow
+ <https://arrow.apache.org/docs/python/>`_ library.
+ * When saving a DataFrame with categorical columns to parquet,
+ the file size may increase due to the inclusion of all possible
+ categories, not just those present in the data. This behavior
+ is expected and consistent with pandas' handling of categorical data.
+ To manage file size and ensure a more predictable roundtrip process,
+ consider using :meth:`Categorical.remove_unused_categories` on the
+ DataFrame before saving.
 
  Examples
  --------