When creating a merge request that performs database related changes (schema changes, adjusting queries to optimise performance, etc) you should use the merge request template called "Database Changes". This template contains a checklist of steps to follow to make sure the changes are up to snuff.
To use the checklist, create a new merge request and click on the "Choose a template" dropdown, then click "Database Changes".
An example of this checklist can be found at https://gitlab.com/gitlab-org/gitlab-ce/merge_requests/12463.
The source code of the checklist can be found in at https://gitlab.com/gitlab-org/gitlab-ce/blob/master/.gitlab/merge_request_templates/Database%20Changes.md