@jreback Something like this?  `Panel.to_frame()` has the `selector` business that filters out any row that will contain a `NaN`.
I wasn't sure if that would make sense as an argument for this function, so I left it out and I filter in `to_frame()` after calling this.

I'll add a docstring/example.  Is this the name you'd like?  Also, I hope the location is okay. I put it below `format` since it's kind of format related.