I think there's a miscommunication here. By "write some efficient code" GP presumably meant the "pull" approach, in which you identify the code that's causing you performance problems and then try to make it faster, learning everything you need on the way. Rinse and repeat. It's a very efficient way to learn, and also good at teaching you those intutions that are hard to put down in writing.

That said, if anyone knows some kind of collected guide to writing efficient software, I'd be happy to learn about it, 'cause I haven't seen anything like this published.