After a dozen years spent investigating this particular class of problems, I finally give up and I wish to ask you if any improvement is achievable from here on.
The general problem is as follows:
Let the $k$-dimensional grid $\mathcal{H}(n,k):=\{0,1,2,\ldots,n-1\} \times \cdots \times \{0,1,2,\ldots,n-1\}$ be given in the Euclidean space $\mathbb{R}^k$. How many line segments connected at their endpoints have the minimum-link covering trails that join all the points of $\mathcal{H}(n,k)$ (i.e., the optimal polygonal chain that visits all the given $n^k$ points by spending the minimum number of line segments)?
Then, let us call $h(n,k)$ the mentioned minimum number of links.
Accordingly, let us denote with $h_l(n,k)$ the proven lower bound for $h(n,k)$ and with $h_u(n,k)$ the corresponding upper bound so that we can state the following set of relations.
\begin{equation} h(n,1)=1, \forall n. \end{equation} \begin{equation} h(n,2)=2 \cdot (n-1), \forall n \geq 3. \end{equation} \begin{equation} h(1,k)=1, \forall k. \end{equation} \begin{equation} h(2,k)=3 \cdot 2^{k-2}, \forall k \geq 2. \end{equation} \begin{equation} h(3,k)=\frac{3^k-1}{2}, \forall k. \end{equation} \begin{equation} h(n,k) \leq \Bigg(\Bigl\lfloor{\frac{3}{2} \cdot n^2}\Bigl\rfloor - \Bigl\lfloor{\frac{n-1}{4}}\Bigl\rfloor + \Bigl\lfloor{\frac{n+1}{4}}\Bigl\rfloor - \Bigl\lfloor{\frac{n+2}{4}}\Bigl\rfloor + \Bigl\lfloor{\frac{n}{4}}\Bigr\rfloor + n - 1 \Bigg) \cdot n^{k-3} - 1, \forall n\geq 3 \wedge \forall k \geq 3 \end{equation} \begin{equation} h(n,k) \geq \frac{n^k-1}{n-1}, \forall n \geq 3 \wedge \forall k. \end{equation} \begin{equation} h(n,k) \leq (h_u(n,3)+1) \cdot n^{k-3}-1, \forall n\geq 3 \wedge \forall k \geq 3. \end{equation}
Thus, what I have currently found is resumed in the table below, where the strictly proven results are highlighted in the green cells, while the proven bounds are shown in the orange cells.
Conjecture: $h(n,k)=\frac{n^k-1}{n-1}+c \cdot (n-3)$, where $c = k-1$ iff $h(4,3)=23$, $c = 1$ iff $h(4,3)=22$, or even $c = 0$ iff $h(4,3)=21$ (see also this Previous discussion about finding the value of $h(4,3)$).
Any idea to go further (can we see some kind of pattern in the table)?
Thanks in advance!