Place chicken breasts in a shallow container. Cover with teriyaki marinade and orange juice concentrate. Cover and marinate in the refrigerator for 6 to 8 hours.
Bring water and rice to a boil in a saucepan. Reduce heat to medium-low, cover, and simmer until rice is tender and liquid has been absorbed, about 18 minutes.
Heat a large nonstick skillet over medium heat. Add chicken breasts, discarding marinade. Cook until browned on both sides and no longer pink in the center, about 6 minutes per side. Remove from heat; let rest for 5 minutes. Slice into strips.
Heat peanut oil in a skillet over medium heat. Cook and stir onion until softened, about 5 minutes. Add zucchini; cook and stir until almost tender, about 5 minutes. Return chicken strips to the skillet; drizzle soy sauce on top. Stir in black sesame seeds. Fold in avocado gently.
Serve chicken mixture over rice, with wasabi paste alongside.