Using apply on a grouper works only if done after another operation on grouper
#### Code Sample, a copy-pastable example if possible

```python
In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '0.23.0rc2'

In [3]: dates = [pd.Timestamp("2016-01-0%d 12:00:00" % i, tz='US/Pacific')
   ...:          for i in range(1, 5)]
   ...: df = pd.DataFrame({'A': ['a', 'b'] * 2, 'B': dates})
   ...: grouped = df.groupby('A')
   ...:

In [4]: df
Out[4]:
   A                         B
0  a 2016-01-01 12:00:00-08:00
1  b 2016-01-02 12:00:00-08:00
2  a 2016-01-03 12:00:00-08:00
3  b 2016-01-04 12:00:00-08:00

In [5]: grouped.apply(lambda x: x.iloc[0])[0]
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   3062             try:
-> 3063                 return self._engine.get_loc(key)
   3064             except KeyError:

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5720)()
    138
--> 139     cpdef get_loc(self, object val):
    140         if is_definitely_invalid_key(val):

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5566)()
    160         try:
--> 161             return self.mapping.get_item(val)
    162         except (TypeError, ValueError):

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:22442)()
   1491
-> 1492     cpdef get_item(self, object val):
   1493         cdef khiter_t k

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:22396)()
   1499         else:
-> 1500             raise KeyError(val)
   1501

KeyError: 0

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-5-2b16555d6e05> in <module>()
----> 1 grouped.apply(lambda x: x.iloc[0])[0]

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\frame.py in __getitem__(self, key)
   2685             return self._getitem_multilevel(key)
   2686         else:
-> 2687             return self._getitem_column(key)
   2688
   2689     def _getitem_column(self, key):

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\frame.py in _getitem_column(self, key)
   2692         # get column
   2693         if self.columns.is_unique:
-> 2694             return self._get_item_cache(key)
   2695
   2696         # duplicate columns & possible reduce dimensionality

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\generic.py in _get_item_cache(self, item)
   2485         res = cache.get(item)
   2486         if res is None:
-> 2487             values = self._data.get(item)
   2488             res = self._box_item_values(item, values)
   2489             cache[item] = res

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\internals.py in get(self, item, fastpath)
   4113
   4114             if not isna(item):
-> 4115                 loc = self.items.get_loc(item)
   4116             else:
   4117                 indexer = np.arange(len(self.items))[isna(self.items)]

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   3063                 return self._engine.get_loc(key)
   3064             except KeyError:
-> 3065                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   3066
   3067         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5720)()
    137             util.set_value_at(arr, loc, value)
    138
--> 139     cpdef get_loc(self, object val):
    140         if is_definitely_invalid_key(val):
    141             raise TypeError("'{val}' is an invalid key".format(val=val))


C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas\_libs\index.c:5566)()
    159
    160         try:
--> 161             return self.mapping.get_item(val)
    162         except (TypeError, ValueError):
    163             raise KeyError(val)

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:22442)()
   1490                                        sizeof(uint32_t)) # flags
   1491
-> 1492     cpdef get_item(self, object val):
   1493         cdef khiter_t k
   1494         if val != val or val is None:

C:\EclipseWorkspaces\LiClipseWorkspace\pandas-dev\pandas36\pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item (pandas\_libs\hashtable.c:22396)()
   1498             return self.table.vals[k]
   1499         else:
-> 1500             raise KeyError(val)
   1501
   1502     cpdef set_item(self, object key, Py_ssize_t val):

KeyError: 0
```

#### Problem description

Related to #20949 (and moved from there at request). 

Note that if you do the following, it works:
```python
In [6]: grouped.nth(0)['B'].iloc[0]
Out[6]: Timestamp('2016-01-01 12:00:00-0800', tz='US/Pacific')

In [7]: grouped.apply(lambda x: x.iloc[0])[0]
Out[7]: Timestamp('2016-01-01 12:00:00-0800', tz='US/Pacific')
```

So doing one operation (in this case `nth`) prior to the `apply` then makes the `apply` work.


#### Expected Output

```python
In [5]: grouped.apply(lambda x: x.iloc[0])[0]
Out[5]: Timestamp('2016-01-01 12:00:00-0800', tz='US/Pacific')
```

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

<details>

INSTALLED VERSIONS
------------------
commit: b02c69ac7309ccf63a17471b25475bf0c0ebe3c3
python: 3.6.4.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.23.0rc2
pytest: 3.4.0
pip: 9.0.1
setuptools: 38.5.1
Cython: 0.25.1
numpy: 1.14.1
scipy: 1.0.0
pyarrow: 0.8.0
xarray: None
IPython: 6.2.1
sphinx: 1.7.1
patsy: 0.5.0
dateutil: 2.6.1
pytz: 2018.3
blosc: 1.5.1
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.4
feather: None
matplotlib: 2.2.0
openpyxl: 2.5.0
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.2
lxml: 4.1.1
bs4: 4.6.0
html5lib: 1.0.1
sqlalchemy: 1.2.5
pymysql: 0.8.0
psycopg2: None
jinja2: 2.10
s3fs: 0.1.3
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>
