Many TBM's are already nuclear powered, in that the grid power they consume was generated in a reactor somewhere. There is no reason to bring the reactor closer to the dig site.
Using the grid there must be a lot of transformers and cabling involved. Plus with massive amounts of power in situ one might be able to process the waste rock differently (e.g. if it's looser material with fissures, compress it against the sides of the tunnel or perhaps even melt it rather than removing it. Admittedly I'm rather ignorant of soil and rock physics.)
Nuclear reactors require a heatsink, usually a large amount of water.
If you put a nuclear reactor underground, you have to pump water back up. This takes a lot of energy. Whereas, electrical energy travelling through cables is not affected by gravity.
Also, see e.g. https://en.wikipedia.org/wiki/The_Core for prior art /s