Any linear pass regulator will have similar heat dissipation. The high tech remedy for excess dissipation is a switching supply.
Its been a while since I talked about this but the Loftech TS-1 power supply I designed back in the 80s used a trick approach where a bipolar transistor switch disconnected the transformer winding from the rectifier after charging up the lower unregulated rail to its required voltage, while still fully charging up the higher rail. In that case I needed to extract a high current 5V rail for digital logic and LED displays, along with modest current rails at +/- 15v. This approach is also too complex for your needs. I didn't design this to reduce heat dissipation but to get the needed voltages from an existing transformer. The energy wasted as heat from driving the 5V regulator directly caused the transformer to sag and not deliver my desired higher +/- 15V rails.
====
Series dropping resistors can scrub off some of the excess voltage inexpensively, without too much complexity. KISS
JR
Its been a while since I talked about this but the Loftech TS-1 power supply I designed back in the 80s used a trick approach where a bipolar transistor switch disconnected the transformer winding from the rectifier after charging up the lower unregulated rail to its required voltage, while still fully charging up the higher rail. In that case I needed to extract a high current 5V rail for digital logic and LED displays, along with modest current rails at +/- 15v. This approach is also too complex for your needs. I didn't design this to reduce heat dissipation but to get the needed voltages from an existing transformer. The energy wasted as heat from driving the 5V regulator directly caused the transformer to sag and not deliver my desired higher +/- 15V rails.
====
Series dropping resistors can scrub off some of the excess voltage inexpensively, without too much complexity. KISS
JR