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Great to see Ballista in arrow https://github.com/apache/arrow/pull/9723
I actually don't know very much about how it works (which is a testament to the usability of the libraries!)
I use PyCall to use Python from Julia, and PyJulia to do the reverse. PyCall & PyJulia have functionality to easily share arrays. PyCall is pretty seamless, PyJulia is a bit more work but still solid.
To share a DataFrame, I convert it to Arrow, get a bytearray representation of that, use PyCall/PyJulia to access the array from a different process, and reinterpret it as Arrow data within that process.
PyCall: https://github.com/JuliaPy/PyCall.jl
PyJulia: https://pyjulia.readthedocs.io/en/latest/