This is an interesting question - it depends by what metric you measure efficiency. I've looked at it by classifying a 'redundant' vote as a vote cast in excess of the amount required to win the state. For example, in 2016, the Democrats won 8,753,788 votes in California compared to the Republican's 4,483,810. This would result in 4,269,978 redundant votes. If the Republicans won the state, this means that there were 0 redundant votes.
Using this metric is slightly limited by the states which don't use the 'winner-takes-all' distribution of electors, these being Maine and Nebraska. Using this concept doesn't really make sense for these states without going down to district level, so I've excluded them from the totals.
Using this definition, and the state-level results for the 2016 Presidential and 2018 House elections, the number of redundant votes cast in 2016 was 10,934,112, while in 2018 there were 14,474,157. Therefore, despite winning an increased number of states and (a majority of) electoral votes, had 2018 been a presidential election, the Democrat vote was less efficient in 2018 than in 2016 by this metric.
Below is the CSV data should anyone want to test a different metric.
State,Republican 2016,Democrat 2016,Redundant votes 2016,Republican 2018,Democrat 2018,Redundant votes 2018
Alabama,1318255,729547,0,975737,678687,0
Alaska,163387,116454,0,149779,131199,0
Arizona,1252401,1161167,0,1139552,1179193,39641
Arkansas,684872,380494,0,556339,312978,0
California,4483810,8753788,4269978,3973396,8010445,4037049
Colorado,1202484,1338870,136386,1079772,1343211,263439
Connecticut,673215,897572,224357,520521,849341,328820
Delaware,185127,235603,50476,125384,227353,101969
Florida,4617886,4504975,0,3675417,3307228,0
Georgia,2089104,1877963,0,1987204,1814468,0
Hawaii,128847,266891,138044,87348,287921,200573
Idaho,409055,189765,0,367993,207303,0
Illinois,2146015,3090729,944714,1754449,2757540,1003091
Indiana,1557286,1033126,0,1247978,1000104,0
Iowa,800983,653669,0,612338,664676,52338
Kansas,671018,427005,0,563190,464380,0
Kentucky,1202971,628854,0,935304,612977,0
Louisiana,1178638,780154,0,835715,553184,0
Maine,335593,357735,22142,250119,343635,93516
Maryland,943169,1677928,734759,737906,1493047,755141
Massachusetts,1090893,1995196,904303,497953,1943597,1445644
Michigan,2279543,2268839,0,1853459,2175003,321544
Minnesota,1322951,1367716,44765,1125533,1420769,295236
Mississippi,700714,485131,0,471162,398770,0
Missouri,1594511,1071068,0,1330975,1027969,0
Montana,279240,177709,0,256661,233284,0
Nebraska,495961,284494,0,432077,264493,0
Nevada,512058,539260,27202,439727,491272,51545
New Hampshire,345790,348526,2736,249685,310269,60584
New Jersey,1601933,2148278,546345,1198664,1856819,658155
New Mexico,319667,385234,65567,264701,404026,139325
New York,2819534,4556124,1736590,1859054,3990483,2131429
North Carolina,2362631,2189316,0,1846041,1771061,0
North Dakota,216794,93758,0,193568,114377,0
Ohio,2841005,2394164,0,2291333,2082684,0
Oklahoma,949136,420375,0,730531,428452,0
Oregon,782403,1002106,219703,702531,1061412,358881
Pennsylvania,2970733,2926441,0,2206260,2712665,506405
Rhode Island,180543,252525,71982,129838,242575,112737
South Carolina,1155389,855373,0,927494,758340,0
South Dakota,227721,117458,0,202695,121033,0
Tennessee,1522925,870695,0,1279655,846450,0
Texas,4685047,3877868,0,4135359,3852752,0
Utah,515231,310676,0,617307,374009,0
Vermont,95369,178573,83204,70705,188547,117842
Virginia,1769443,1981473,212030,1408701,1867061,458360
Washington,1221747,1742718,520971,1048712,1888593,839881
West Virginia,489371,188794,0,337146,234568,0
Wisconsin,1405284,1382536,0,1172964,1367492,194528
Wyoming,174419,55973,0,127963,59903,0