How can I heat a hole in my pond efficiently in the winter without using a pond heater?
The only way to be "more efficient" than a resistive heater is to use a heat pump, and the upfront cost will probably make that a non-starter. Resistive heat is 100% efficient, a heat pump can be 300% efficient. Either way, you are fighting the weather and it takes a lot of energy. 

Getting a big horse watering trough (or, given the size of your pond, a small watering trough, or an actual aquarium) and moving the fish into the basement (or perhaps living room, etc. with the aquarium option) for the winter will be far less costly than melting ice all winter.