What's the most efficient way to obtain two different DC voltages?
The RTD needs a constant current, not a constant voltage. It just happens they show you a circuit that uses a 2.5V reference. Use a band-gap reference diode for that if you need that much precision. Perhaps an LM4040D25FTA.

A 5V wall wart or USB charger should be able to handle all of this, with a cheap 5-3.3V step down. I'd drive the LEDs direct from the 5V though, since those are your biggest current load.