BUG: GroupBy.apply iterates over first group twice
When using the `GroupBy.apply()` method with a custom function handle, the first group is iterated over twice. Explicitly looping over each group and applying the function directly does not yield the error.

Error reproduction

``` python
>>> import pandas as pd
>>> df = pd.DataFrame({'one':[1,2,3,1,2,3],'two':[4,5,6,7,8,9]})
>>> df
   one  two
0    1    4
1    2    5
2    3    6
3    1    7
4    2    8
5    3    9

>>> gp = df.groupby('one')
>>> def foo(group):
...   print(group.iloc[[0]].index[0])
...
>>> gp.apply(foo)
0
0
1
2
Empty DataFrame
Columns: []
Index: []

>>> len(gp)
3
```

The example prints the row index of the first group member. The '0' is printed twice.

Versions:

``` python
>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.17.1
nose: None
pip: 8.0.1
setuptools: 19.4
Cython: None
numpy: 1.10.1
scipy: None
statsmodels: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.4.2
pytz: 2015.7
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
Jinja2: None
```
