In a large skillet, bring chicken and water to a boil. Reduce heat and simmer, uncovered, for 3 minutes on each side (chicken will not be completely cooked). Remove chicken from cooking liquid and place down the center of an ungreased 13-in. x 9-in. baking dish; set aside.
Cook zucchini and carrots in cooking liquid for 5 minutes or until zucchini just begins to soften; drain and set aside. In a large saucepan, melt 2 tablespoons butter; stir in flour and cook for 1 minute. Stir in cream until smooth. Add bouillon, mustard, 1/4 teaspoon dill, pepper and nutmeg. Bring to a boil; cook and stir for 2 minutes or until thickened. Remove from heat.
Spoon 1/2 cup sauce over chicken. Add the zucchini, carrots and onions to remaining sauce. Spoon along sides of baking dish. Melt remaining butter; toss with bread crumbs, cheese, walnuts and remaining dill.
Spoon over chicken and vegetables. Bake, uncovered, at 375° for 30-35 minutes or until topping is browned and sauce is bubbly.