REF/TST: Add more pytest idiom to parsers tests

Adds more idiom to the following:

* parser/header --> parser/test_header
* parser/dtypes --> parser/test_dtypes
* parser/index_col --> parser/test_index_col
* parser/mangle_dupes --> parser/test_mangle_dupes

Builds off of gh-23712.

Author: gfyoung