Groupby tuples
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Sorry for having missed #17996, where this could have been discussed, but this said I don't think we should treat specially the case of a ``MultiIndex`` (see the test I added with tuples as labels): we should just interpret what is not a list as a label, as the docs already state (although with some incoherence, which I tried to address).

While I was at it, I fixed a typo which made a test inserted in #17996 trivial.
linting issue # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@7b5ca80`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18249/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #18249   +/-   ##
=========================================
  Coverage          ?   91.41%           
=========================================
  Files             ?      164           
  Lines             ?    50090           
  Branches          ?        0           
=========================================
  Hits              ?    45790           
  Misses            ?     4300           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.22% <100%> (?)` | |
| #single | `40.37% <0%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.72% <ø> (ø)` | |
| [pandas/core/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS5weQ==) | `92.02% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=footer). Last update [7b5ca80...dafc838](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@7b5ca80`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18249/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #18249   +/-   ##
=========================================
  Coverage          ?   91.39%           
=========================================
  Files             ?      164           
  Lines             ?    50095           
  Branches          ?        0           
=========================================
  Hits              ?    45783           
  Misses            ?     4312           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.2% <100%> (?)` | |
| #single | `40.37% <0%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.72% <ø> (ø)` | |
| [pandas/core/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS5weQ==) | `92.03% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=footer). Last update [7b5ca80...dafc838](https://codecov.io/gh/pandas-dev/pandas/pull/18249?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 > linting issue

Fixed! ping @jreback  thanks!