`serialize`'s `on_error` missing cases

AFAICT `serialize` only handles `on_error` `"message"` and `"raise"`. Though `"ignore"` is not handled. If `on_error` is anything unexpected, there is no checking or error handling for that.

https://github.com/dask/distributed/blob/223c8154d7abee9837399933b8b2db5f78d9a278/distributed/protocol/serialize.py#L352-L362

If `on_error` is `"ignore"`, nothing is returned (meaning `None` is returned). Same happens with `on_error="foo"`. This can be problematic:

```python
from distributed.protocol import deserialize, dumps, loads, serialize, to_serialize

class Foo:
def __reduce__(self, protocol):
raise ValueError("foo")

obj = Foo()

msg = {"data": to_serialize(obj)}

# raises `TypeError` as `None` can't be unpacked
header, frames = serialize(msg, on_error="ignore")

# same `TypeError` (though less obvious what is happening)
dumps(msg, on_error="ignore")
```