Can this colpitt get more efficient?
The emitter resistor will be biased at around 1 volt DC and therefore the current it draws is about 0.5 mA. This current also flows through the transistor. The transistor collector sits at 6 V (on average) so the steady power consumed by transistor and emitter resistor is 6V * 0.5 mA = 2.7 mW.

If the load only receives (say) 0.25 mW then the efficiency is bound to be low at less than 10% and this doesn't account for the AC losses in the circuit. 

You can't take big power from this type of circuit because it will fail to oscillate if the loading on the coil is too great. You might be able to take up to 1 mW i.e. it is not great for a device to transfer power inductively.