Resolve issue pandas-dev#36158

As described in issue pandas-dev#36158 multi-dimensional groups prepared with lambda raise error on indices as isnan() is not defined for MultiIndex.

Grouping already has the check for MultiIndex on line 440, but it's not triggered on __init__ when grouper is represented by lambda function and gets casted to MultiIndex later where MT stays as is.

Author: dimithras

pandas/core/groupby/grouper.py

@@ -516,6 +516,10 @@ def __init__(
                     t = self.name or str(type(self.grouper))
                     raise ValueError(f"Grouper for '{t}' not 1-dimensional")
                 self.grouper = self.index.map(self.grouper)
+
+                if isinstance(grouper, MultiIndex):
+                    self.grouper = grouper._values
+
                 if not (
                     hasattr(self.grouper, "__len__")
                     and len(self.grouper) == len(self.index)