BUG: Error upon Series.Groupby.nunique with empty Series (#12553)
 - [x] closes #12553
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

Similar to #12560, but it has appeared to stall. Wanted to push it along.  
I think nunique was one of a few cases I hadn't completed when trying to solve some of these groupby + empty series. Generally I had tried to remove empty as a special case. But if that's not possible, sobeit.

~~Regardless we should use `shallow_copy` rather than `Series` here~~ Thanks @jreback, moved the `len` check down the stack. Just waiting for Travis to finish the build.   thanks @mroeschke 