DOC: Ban mutation in UDF methods
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Ref: #12653. I added the message to apply, aggregate, transform, and groupby's filter. Not sure if this needs a whatsnew.

cc @jbrockmendel