Add issue number and correct typing

doc/source/whatsnew/v1.2.0.rst

@@ -151,7 +151,7 @@ Deprecations
 Performance improvements
 ~~~~~~~~~~~~~~~~~~~~~~~~
 
-- Performance improvement in :meth:`GroupBy.agg` with the ``numba`` engine (:issue:``)
+- Performance improvement in :meth:`GroupBy.agg` with the ``numba`` engine (:issue:`35759`)
 -
 
 .. ---------------------------------------------------------------------------

pandas/core/groupby/numba_.py

@@ -112,7 +112,7 @@ def generate_numba_agg_func(
     kwargs: Dict[str, Any],
     func: Callable[..., Scalar],
     engine_kwargs: Optional[Dict[str, bool]],
-):
+) -> Callable[[np.ndarray, np.ndarray, np.ndarray, np.ndarray, int, int], np.ndarray]:
     """
     Generate a numba jitted agg function specified by values from engine_kwargs.