TST: added test for groupby when calling first, last, nth (GH29645)
- [x] closes #29645
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Provided test for `groupby` when callling `first`, `last`, `nth` on a `Series` with `None` or `np.nan`.

Tests and linter pass locally.

thanks @lorenzophys 