What I found up to now is a 7 cell board:
$$ \begin{array}{|c|c|} \hline - & & -& -\\ \hline & X & & \\ \hline - & & - & - \\ \hline - & & - & - \\ \hline \end{array} $$
(Two 4-cell runs, one vertical and one horizontal, which overlap at their second cells. The intersection cell has an X to indicate it is where to play first)
But I do not have provea proof of minimality.