Forum's attachment system being broken again, I can't look at the schematic as it returns a different image when downloaded/enlarged.
Building a 3.3V switcher in non-synchronous buck topology is going to have limited efficiency, because the diode is an (approximated) constant voltage drop. For example, 0.4V is pretty big % of 3.3V. Not so much of 12V, for example. So the diode is usually the most lossy component of the whole switcher. If you want to do better, use a
synchronous buck switcher IC. If you use one with integrated MOSFETs (just like yours, but two instead of one), then you have one external part (the diode) less, so eases your work, too.
Otherwise than that, 40degC surface temperature is not bad at all. Such tiny board, especially if just 2 layers, does not provide much heatsinking. Even a little bit of wasted power makes the temperature increase. Note that temperature rise itself makes the thing capable of dissipating more power; at very least linearly, but usually somewhat more as the natural convection starts to work (air begins to move as heated air rises and gets replaced by cool air).
If you want to measure efficiency, add enough capacitance to input and output to get rid of AC measuring artifacts (you probably have enough already, though), then measure input current, input voltage, output current and output voltage. You would need 4 multimeters to do all of that simultaneously, but if you trust your voltages are stable, that reduces to two, and if your load is constant, you can do two different measurements with one multimeter. Then you can calculate efficiency Pout/Pin and compare to what Webench said. Probably something around 75-80% efficiency is to be expected; 15% of the input power goes to diode loss, 5-10% to other losses, and 75-80% to the actual load.
Those SMD type electrolytics on the output of the bridge rectifier may not be a good choice.
They are fine and you need a lot of capacitance when you rectify 50/60Hz. But you may want to
add larger MLCCs there in parallel because low-ESR, low-ESL input cap is critical for a buck converter. Try to supply the thing with DC instead of AC to remove any heating of the electrolytic capacitors caused by the 100/120Hz ripple. Then if they heat up, that is all due to buck converter input current, and it would be a good sign to increase the MLCC input capacitor size.