df =
GROUP   HOUR    AVG_MINUTES   AVG_GRADE
AAA     7       67            5.5
AAA     8       58            6.5
AAA     9       55            4.5
BBB     7       15            5.1
BBB     8       18            5.4
CCC     9       34            5.5

[
{
"GROUP":"AAA",
"AVG_MINUTES":[[7,67],[8,58],[9,55]],
"AVG_GRADE":[[7,5.5],[8,6.5],[9,4.5]]
},
{
"GROUP":"BBB",
"AVG_MINUTES":[[7,15],[8,18],[9,34]],
"AVG_GRADE":[[7,5.1],[8,5.4],[9,5.5]]
}
]

df.AVG_MINUTES = df[['HOUR','AVG_MINUTES']].values.tolist()
df.AVG_GRADE = df[['HOUR','AVG_GRADE']].values.tolist()

print (df)
  GROUP  HOUR AVG_MINUTES   AVG_GRADE
0   AAA     7     [7, 67]  [7.0, 5.5]
1   AAA     8     [8, 58]  [8.0, 6.5]
2   AAA     9     [9, 55]  [9.0, 4.5]
3   BBB     7     [7, 15]  [7.0, 5.1]
4   BBB     8     [8, 18]  [8.0, 5.4]
5   CCC     9     [9, 34]  [9.0, 5.5]

df = df.groupby('GROUP')['AVG_MINUTES','AVG_GRADE']
       .agg(lambda x : x.tolist())
       .reset_index()
       .to_dict(orient='records')
print (df)
[
{'GROUP': 'AAA',
 'AVG_GRADE': [[7.0, 5.5], [8.0, 6.5], [9.0, 4.5]],
 'AVG_MINUTES': [[7, 67], [8, 58], [9, 55]]},
{'GROUP': 'BBB',
 'AVG_GRADE': [[7.0, 5.1], [8.0, 5.4]],
 'AVG_MINUTES': [[7, 15], [8, 18]]},
{'GROUP': 'CCC',
 'AVG_GRADE': [[9.0, 5.5]],
 'AVG_MINUTES': [[9, 34]]}
]

df.AVG_MINUTES = list(map(list, zip(df.HOUR, df.AVG_MINUTES)))
df.AVG_GRADE = list(map(list, zip(df.HOUR, df.AVG_GRADE)))

print (df)
  GROUP  HOUR AVG_MINUTES AVG_GRADE
0   AAA     7     [7, 67]  [7, 5.5]
1   AAA     8     [8, 58]  [8, 6.5]
2   AAA     9     [9, 55]  [9, 4.5]
3   BBB     7     [7, 15]  [7, 5.1]
4   BBB     8     [8, 18]  [8, 5.4]
5   CCC     9     [9, 34]  [9, 5.5]

df = df.groupby('GROUP')['AVG_MINUTES','AVG_GRADE']
       .agg(lambda x : x.tolist())
       .reset_index()
       .to_json(orient='records')
print (df)
[{"GROUP":"AAA",
"AVG_MINUTES":[[7,67],[8,58],[9,55]],
"AVG_GRADE":[[7,5.5],[8,6.5],[9,4.5]]},
{"GROUP":"BBB",
"AVG_MINUTES":[[7,15],[8,18]],
"AVG_GRADE":[[7,5.1],[8,5.4]]},
{"GROUP":"CCC",
"AVG_MINUTES":[[9,34]],
"AVG_GRADE":[[9,5.5]]}]