traitlets Dict with per_key_traits should be more specific in a TraitError

I'm using `traitlets` version 5.14.3 and Python 3.12.3...

- The error raised by `Dict()` with `per_key_traits` should specify the offending key name in the error.
- The error raised by `Dict()` with `per_key_traits` doesn't handle nested dicts well

Example:

```python
from traitlets import HasTraits, Dict, Unicode

class Foo(HasTraits):
bar = Dict(per_key_traits={"this": Unicode(), "that": Dict(per_key_traits={"that": Unicode()})})

foo = Foo()
# key that should be a Dict()...
foo.bar = {"this": "valid", "that": False}
```

The error raised is:
```
traitlets.traitlets.TraitError: Values of the 'bar' trait of a Foo instance must be a dict, but a value of False was specified.
```

It would be better if it specified the offending chain of keys in the error... Example:
```
traitlets.traitlets.TraitError: Value of bar['that'] for a Foo instance must be a dict, but the specified value at bar['that'] was False .
```