title: ValueError: Names should be list-like for a MultiIndex
body: <p>How to avoid the error after pivoting dataframe?</p>
  
  <pre><code>import pandas as pd
  import numpy as np
  
  df = pd.DataFrame({'foo': ['one', 'one', 'one'],
                 'baz': [1, 2, 3],
                 'zoo': ['x', 'y', 'z']})
  
  df1 = df.pivot('baz', 'zoo', 'foo')
  column = (1, 2)
  df1[column] = np.nan
  </code></pre>