Parametrized groupby allowlist test
Still exploring a few things to remove setting the .data pointer in Cython - this test is liable to fail but very tough to debug with current loop

@jbrockmendel 
LGTM pending green
 https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=51316&view=logs&j=eab14f69-13b6-5db7-daeb-7b778629410b&t=ce687173-08c6-5301-838d-71b2dda24510 is an actual failure (tshift is deprecated) thanks @WillAyd 