So I am wondering, to write more efficient, faster OO code, should I try and put more into each method, so that I need to call them less?

This brings to mind the old saying

It is easier to making a correct system run fast
than it is to make a fast system run correctly.

Strive first to make your code work correctly, and don't concern yourself with speed at an implementation level until you have a system that works. Choose a design that is appropriate to your performance requirements, then focus on implementing it correctly. If that means a few big methods, use big methods. More likely, you'll find that smaller methods are easier to understand and test. Then profile and tune.