Hi,
Meshio does not use mpi4py, see Gmsh thread
My best suggestion is to generate the mesh in serial using Gmsh, and using meshio in serial to save it to the XDMF format, see Transitioning from mesh.xml to mesh.xdmf, from dolfin-convert to meshio
As described in this thread, you can load your mesh and markers in FEniCS in parallel