Add default parameter for get_group
- [x] closes #9299
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is for #9299, but there was a previous attempt in #5452 where it was suggested in the final comments that perhaps it should be similar to how `#get()` works.

My initial attempt simply returns the `default` when not `None`. The `#get()`actually catches exceptions and returns the default instead.

https://github.com/pandas-dev/pandas/blob/12859382a4a5325e6fd19a209b128bab44a3a37a/pandas/core/generic.py#L3818-L3821

Let me know if you think that would be a better approach, and I will update it :+1: 

Thanks!
Bruno Thinking through this the code itself is good I guess I'm just wondering why this is generally useful? Is there a real use case for this that you can think of? >Thinking through this the code itself is good I guess I'm just wondering why this is generally useful? Is there a real use case for this that you can think of?

This issue never affected me. The use case for this appears to be related to code parallelization, reported in #9299 Read through the history of that and I guess same thing where it's unclear how this is practical. I see the consistency with `.get` being a motivating factor but I don't understand why returning another group would be more useful than returning `None` Thanks for the PR but I don't think this is really useful, so closing. Ping if you disagree and can pick back up No problems @WillAyd !  Cheers :+1: 