Maybe try the to [1] and sqlp [2] commands from the qsv fork. From the README:
sqlp: Run blazing-fast Polars SQL queries against several CSVs - converting queries to fast LazyFrame expressions, processing larger than memory CSV files.
to: Convert CSV files to PostgreSQL, SQLite, XLSX, Parquet and Data Package.
[1] https://github.com/jqnatividad/qsv/blob/master/src/cmd/sqlp....
[2] https://github.com/jqnatividad/qsv/blob/master/src/cmd/to.rs...
By giant I mean 25G gzipped files with >10^9 rows like these VCFs: https://ftp.ncbi.nlm.nih.gov/snp/latest_release/VCF/