Despite the hat tip to Thoreau in its title, “Walden” eventually goes full soap opera. Its crisis isn’t so much about forcing Stella to choose between Mars and Earth as about forcing her to choose between Cassie and Bryan. The performances often lean overbroad too, laboriously alternating between breeziness and dudgeon. Only Winters, always an expert at making contradictions emulsify, is convincing — if not overall, then moment by moment.