Backport PR #35647 on branch 1.1.x (BUG: Support custom BaseIndexers in groupby.rolling)
Backport PR #35647: BUG: Support custom BaseIndexers in groupby.rolling
can ignore doctest failure for now (need to manually backport changes to pandas/io/pytables.py from #35214)
```
##[error]/home/runner/work/pandas/pandas/pandas/io/pytables.py:275:PR03:pandas.read_hdf:Wrong parameters order. Actual: ('path_or_buf', 'key', 'mode', 'errors', 'where', 'start', 'stop', 'columns', 'iterator', 'chunksize', '**kwargs'). Documented: ('path_or_buf', 'key', 'mode', 'where', 'start', 'stop', 'columns', 'iterator', 'chunksize', 'errors', '**kwargs')
```
