I've not encountered any in my reading, but I'm aware of a few from articles discussed here in the past. No one major other than Chewie and yes, a very small moon crashes into a planet he is on.
I've really enjoyed Zahn's handling of the core characters as they've grown to middle age. Luke and Mara are particularly well written as older adults. I hope he deals with them as much older adults some day. I'm glad they're still in the EU or we'd be held to past tales. In the right hands those are fine too (very much looking forward to Scoundrels in December), but you'd always be limited.
Anyway, here are two pages on the thread topic.
http://scifi.about.com/od/starwarsbooks/a/SWAR_death-in-the-eu.htm
http://starwars.wikia.com/wiki/User:Azizlight/Film_characters_killed_in_EU