Surprised no one has suggested infrared heaters.
Don't heat the air but will heat you, and any surfaces that the infrared hits.
Just like they use at the outdoor seating areas, and even some commercial shops/garages where heated air would just escape when doors are opened.
Don't know efficiency ratings, but a portable unit can be moved about to where you are working.
I use a small one over my workbench - definitely a plus to being there.