How to convert pandas dataframe to nested dictionary

I think you were very close.

Use groupby and to_dict:

df = df.groupby('Name')[['Chain','Food','Healthy']]
       .apply(lambda x: x.set_index('Chain').to_dict(orient="index"))
       .to_dict()

print (df)
{'George': {'KFC': {'Healthy': False, 'Food': 'chicken'}, 
           'McDonalds': {'Healthy': False, 'Food': 'burger'}}, 
'John': {'McDonalds': {'Healthy': True, 'Food': 'salad'},
         'Wendys': {'Healthy': False, 'Food': 'burger'}}}