FWIW: I'm building something in Go (https://github.com/dstotijn/hetty). But it's pretty early stage and not even near the featureset that mitmproxy or Burp Suite has. Also I wouldn't dare say it's more efficient (yet!). But Go has been great so far to build it.

As mentioned elsewhere: (dev friendly) extensibility/add-ons with Go will be an interesting challenge. Haven't looked into it yet.