Search for the most efficient voltage regulator on low current consumption
As Tony mentioned, you might consider running at a lower voltage, so that you can take advantage of an ultra efficient step down regulator, designed for energy harvesting applications. For example, the ADP5304.
If you can run at 2.5v instead, then your efficiency could be 90% - 95%, depending on your battery voltage:

If you really need 3.3v out, then you'd only be able to run until your battery ran down to 3.3v. At that point, the ADP5304 switches to 100% duty mode. However, your efficiency will be better than 95%.