In [2396]: df.shape
Out[2396]: (10000, 4)

In [2398]: %timeit df['D'].fillna(df.groupby(['A','B','C'])['D'].transform('mean'))
100 loops, best of 3: 3.44 ms per loop


In [2397]: %timeit df.groupby(['A','B','C'])['D'].apply(lambda x: x.fillna(x.mean()))
100 loops, best of 3: 5.34 ms per loop