Jake Heggie's opera took nearly 20 years to make the journey to Lyric, but it's not to be missed. It took nearly 20 years for composer Jake Heggie and librettist Terrence McNally's powerhouse of an opera, Dead Man Walking, to make it to Lyric Opera of Chicago. In the interim, it's been Chicago Opera Theater that gave us a chance to see any of Heggie's work, including last spring's Moby-Di…