PERF: Correct signature for group_nth / group_object

[TomAugspurger]

Closes #19283

[TomAugspurger]

From the original issue

In [24]: %timeit msgs.groupby(['date', 'orderid']).first();
44.8 ms ± 2.09 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)

vs. ~10s

[codecov]

Codecov Report

Merging #19579 into master will decrease coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #19579      +/-   ##
==========================================
- Coverage   91.62%   91.62%   -0.01%     
==========================================
  Files         150      150              
  Lines       48773    48773              
==========================================
- Hits        44687    44686       -1     
- Misses       4086     4087       +1

Flag	Coverage Δ
#multiple	89.99% <ø> (-0.01%)	⬇️
#single	41.74% <ø> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/groupby.py	92.12% <0%> (-0.05%)	⬇️

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[jreback]

hahah the wonders of calling cython functions, when we catch the non-existing functions!