As per an answer I got on Unity answers:
There is a little bug in the current PUN version which will be fixed with the next update. For now you can apply this fix yourself.
Open PhotonNetwork class and look for all variants of the Instantiation function. These functions can be found (PUN version 1.84) in line 2435, line 2450 and line 2510. For each of this three functions look for the group parameter and change its type from int to byte.
Now open the NetworkingPeer class and look for SendInstantiate function. In PUN 1.84 this function can be found in line 3001. Do the same like before and change the type of the group parameter from int to byte.
It worked like a charm, I'm leaving it here so other people with this problem can find it.