Heat oven to 275 degrees. Place breasts in greased shallow baking pan; sprinkle with salt and pepper to taste. Set aside.
Combine shallots, wine or broth, cream and 1/4 cup broth in medium non-reactive skillet. Cook over medium-high heat until mixture begins to thicken, about 5 minutes. Whisk in tarragon, mustard seed, dried mustard, zest and pepper. Cook until sauce is consistency of light cream, about 15 minutes. Adjust seasoning.
Pour sauce over chicken breasts; bake until just cooked through, about 20 minutes. Sprinkle cheese evenly over breasts; bake until cheese is melted and lightly browned, about 10 minutes. Serve over cooked rice.