REF: move towards making _apply_blockwise actually block-wise
A step towards #34714, orthogonal to the other outstanding PR in this vein #35696.
cc @simonjayhawkins shouldnt mypy recognize Series as satisfying FrameOrSeries?

```
pandas/core/window/rolling.py:414: error: Incompatible return value type (got "Series", expected "FrameOrSeries")  [return-value]
```
 > cc @simonjayhawkins shouldnt mypy recognize Series as satisfying FrameOrSeries?

FrameOrSeries is a typevar, so problems like this involve binding.

so the first error `pandas\core\window\rolling.py:414: error: Incompatible return value type (got "Series", expected "FrameOrSeries")  [return-value]`

FrameOrSeries is the return type of `_Window._wrap_results` but `FrameOrSeries ` is not bound.

can use `FrameOrSeriesUnion` as the return type, but if the return type should be the same as passed argument `obj` then should be bound to `obj`

i.e. 
```
    def _wrap_results(
        self, results, blocks, obj: FrameOrSeries, exclude=None
    ) -> FrameOrSeries:
```

but this will still give

```
pandas\core\window\rolling.py:416: error: Incompatible return value type (got "Series", expected "FrameOrSeries")  [return-value]
pandas\core\window\rolling.py:421: error: Unexpected keyword argument "index" for "NDFrame"  [call-arg]
pandas\core\generic.py:198: note: "NDFrame" defined here
pandas\core\window\rolling.py:421: error: Unexpected keyword argument "columns" for "NDFrame"  [call-arg]
pandas\core\generic.py:198: note: "NDFrame" defined here
```

since mypy doesn't know that `if obj.ndim == 1` refines the type to be Series and other issues need to be addressed since `FrameOrSeries` is bounded by `NDFrame`.

for `_apply_blockwise`, if the return type should be of the same type as `self._selected_obj`, then should (eventually) create another typevar for this (as FrameOrSeries variable is used for self.obj). However, to bind to a instance variable, need to use `Generic`, and others won't approve this.

```
import pandas as pd
from pandas._typing import FrameOrSeries
from typing import Generic


class MyClass(Generic[FrameOrSeries]):
    def __init__(self, obj: FrameOrSeries):
        self._selected_obj = obj

    def foo(self) -> FrameOrSeries:
        return self._selected_obj

reveal_type(MyClass(pd.Series()).foo())
reveal_type(MyClass(pd.DataFrame()).foo())

class MySeries(pd.Series):
    pass

reveal_type(MyClass(MySeries()).foo())
```
```
$ mypy ~/mypy-test.py 
C:\Users\simon\mypy-test.py:14: note: Revealed type is 'pandas.core.series.Series*'
C:\Users\simon\mypy-test.py:15: note: Revealed type is 'pandas.core.frame.DataFrame*'
C:\Users\simon\mypy-test.py:20: note: Revealed type is 'mypy-test.MySeries*'
```

so simplest to get mypy to green is to use `FrameOrSeriesUnion` for now until we need to refine the types for consistency elsewhere.


 Updated+green.  Once this and #35740 are in, Ive got a branch ready that goes all the way and makes `_apply_blockwise` actually blockwise. if you can rebsae rebased+green