Write a single Millepede file
At the moment, we create one Millepede file per indexamajig worker process. That gets multiplied by the number of indexamajig jobs running across the cluster. This results in thousands of files, which is not nice for the filesystem or for humans to keep track of. It would be better to combine the Millepede data into a single file for each run of indexamajig. It could be done in a similar way to how the streams get combined from each worker process.