CLN/BUG: Clean/Simplify _wrap_applied_output
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

First part of #35412. I could not find a relevant issue for the test change/whatsnew update.
cc @WillAyd @jbrockmendel @jreback 

mac timed out, but otherwise green. /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> Thanks @WillAyd for restarting the test. Passing now. Hello @rhshadrach! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:







There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-08-26 02:38:15 UTC @jreback - comment added; only failures are due to pyarrow.

Edit: Reran Travis, all green now. Benchmarks ran, no errors, and no significant performance changes.

> asv continuous -f 1.1 upstream/master _wrap_apply_cleanup -b ^groupby
> ...
> BENCHMARKS NOT SIGNIFICANTLY CHANGED. /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> Thanks @jreback, merged. @rhshadrach as a rule of thumb, we try not to merge our own PRs @meeseeksdev backport 1.1.x

This will fail but give instructions Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.1.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 d90b73bdec5600d188d631150f83633f40c5b8a4
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #35792: CLN/BUG: Clean/Simplify _wrap_applied_output'
```

4. Push to a named branch :

```
git push YOURFORK 1.1.x:auto-backport-of-pr-35792-on-1.1.x
```

5. Create a PR against branch 1.1.x, I would have named this PR:

> "Backport PR #35792 on branch 1.1.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                