no, you can't do this, let's keep tempfile.mkstemp() in ensure_clean, and then move this `create_temp_file` function to pandas/io/tests/test_pytables.py with a note that the insecure version is required because of compatibility issues with hdf.

From the docs for Python 3:

```
tempfile.mktemp(suffix='', prefix='tmp', dir=None)
Deprecated since version 2.3: Use mkstemp() instead.

Return an absolute pathname of a file that did not exist at the time the call is made. The prefix, suffix, and dir arguments are the same as for mkstemp().

Warning Use of this function may introduce a security hole in your program. By the time you get around to doing anything with the file name it returns, someone else may have beaten you to the punch. mktemp() usage can be replaced easily with NamedTemporaryFile(), passing it the delete=False parameter:
>>> f = NamedTemporaryFile(delete=False)
>>> f
<open file '<fdopen>', mode 'w+b' at 0x384698>
>>> f.name
'/var/folders/5q/5qTPn6xq2RaWqk+1Ytw3-U+++TI/-Tmp-/tmpG7V1Y0'
>>> f.write("Hello World!\n")
>>> f.close()
>>> os.unlink(f.name)
>>> os.path.exists(f.name)
False
```

Not a huge deal for a test suite but we may as well avoid using deprecated/insecure files where we can.