TST: Stateful/Wrong Test test_agg_timezone_round_trip
from pandas/tests/groupby/aggregate/test_other.py test_agg_timezone_round_trip:

```
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')
    
ts = df['B'].iloc[0]
assert ts == grouped.nth(0)['B'].iloc[0]
assert ts == grouped.head(1)['B'].iloc[0]
assert ts == grouped.first()['B'].iloc[0]
assert ts == grouped.apply(lambda x: x.iloc[0])[0]
```

The last assertion here is failing in a WIP branch, so I'm troubleshooting it on master and finding that it fails if I skip the first three assertions:

```
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')
assert ts == grouped.apply(lambda x: x.iloc[0])[0]  # <-- KeyError: 0
```

Current thought is that the assertion is wrong and the test along with it.  Thoughts @jreback @jorisvandenbossche ? (I don't do much in this part of the code; anyone else I should be pinging for it?)