BUG: 1.1.0 breaks custom indexer support in groupby().rolling()
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

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

```python
class SimpleIndexer(pd.api.indexers.BaseIndexer):
    ''' Custom `Indexer` duplicating basic fixed length windowing '''
    def get_window_bounds(self, num_values=0, min_periods=None, center=None, closed=None):
        min_periods = self.window_size if min_periods is None else 0
        end = np.arange(num_values, dtype=np.int64) + 1
        start = end.copy() - self.window_size
        #---- Clip to `min_periods`
        start[start < 0] = min_periods
        return (start, end)

x = pd.DataFrame({'a': [1.0,2.0,3.0,4.0,5.0] * 3}, index=[0]*5+[1]*5+[2]*5)
x

Out: 
     a
0  1.0
0  2.0
0  3.0
0  4.0
0  5.0
1  1.0
1  2.0
1  3.0
1  4.0
1  5.0
2  1.0
2  2.0
2  3.0
2  4.0
2  5.0

x.groupby(x.index).rolling(SimpleIndexer(window_size=3), min_periods=1).sum()

Out: 
       a
0 0  1.0
  0  2.0
  0  3.0
  0  4.0
  0  5.0
1 1  1.0
  1  2.0
  1  3.0
  1  4.0
  1  5.0
2 2  1.0
  2  2.0
  2  3.0
  2  4.0
  2  5.0
```

#### Problem description

`groupby().rolling()` does not use custom indexer supplied in `window=` likely as a result of #34052 where a `GroupbyRollingIndexer` is used instead.

The output data is always the same as the input regardless of the windowing function.

1.0.5 does not have this behavior.

#### Expected Output

```python
x.groupby(x.index).rolling(window=3, min_periods=1).sum()

Out: 
        a
0 0   1.0
  0   3.0
  0   6.0
  0   9.0
  0  12.0
1 1   1.0
  1   3.0
  1   6.0
  1   9.0
  1  12.0
2 2   1.0
  2   3.0
  2   6.0
  2   9.0
  2  12.0
```

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

<details>
INSTALLED VERSIONS
------------------
commit           : d9fff2792bf16178d4e450fe7384244e50635733
python           : 3.8.2.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.3.0-59-generic
Version          : #53~18.04.1-Ubuntu SMP Thu Jun 4 14:58:26 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.0
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2
setuptools       : 49.2.1.post20200802
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.14.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.1
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.17.0
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : 0.50.1
</details>
