BUG: passing str to GroupBy.apply
- [ ] closes #xxxx
- [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
- [x] whatsnew entry

lgtm, can you merge master one more time. Thanks @jbrockmendel 