DataFrameGroupBy fillna swallows exceptions.

#### Problem description
Doing a fillna on DataFrameGroupBy fails silently - returning an empty dataframe, rather than raising what the error is.
This often masks the actual problem (e.g. errors like 
```ValueError: Tz-aware datetime.datetime cannot be converted to datetime64 unless utc=True``` when handling tz-aware data.)

#### Code Sample, a copy-pastable example if possible

```python
>>> df = pd.DataFrame({'a':[1,2],'b':[1,1]})
>>> df.groupby('b').fillna()
Empty DataFrame
Columns: []
Index: []
```

#### Expected Output
```ValueError: must specify a fill method or value```

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.10.final.0
python-bits: 64
OS: Darwin
OS-release: 15.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8
LOCALE: None.None

pandas: 0.19.1
nose: 1.3.7
pip: 1.5.6
setuptools: 25.1.1
Cython: 0.23.2
numpy: 1.11.1
scipy: 0.14.0
statsmodels: 0.6.1
xarray: None
IPython: 2.3.1
sphinx: None
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.6.1
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.4.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.999
httplib2: 0.9
apiclient: 1.1
sqlalchemy: None
pymysql: None
psycopg2: 2.6.1 (dt dec pq3 ext lo64)
jinja2: 2.7.3
boto: 2.26.0
pandas_datareader: None

</details>
