Well you should be thinking about your impression/plan before you even enter the room. What information do you need on H&P to rule out or rule in a diagnosis or help you decide if the patient needs a particular investigation or treatment? You are probably doing this already if you are getting great feedback and not just using the shotgun approach.
Yes, this is the key to becoming efficient. I didn't realize this until late M3 year. Studying for Step 2 CS actually helps for this since you have severe time constraints in this case and must quickly formulate an assessment and plan.
But actually the ability to quickly formulate a differential and make a plan is a skill you will build over time and something you will need during residency, especially during internship when you are first call for your patients (i.e. "Doctor, the patient's heart rate is in the 150's"). You have to be able to quickly think about what are the really bad diseases are and what you would do to rule them out.
In this clinic setting, try to think about 1) the most likely 1-3 diseases, in order of likelihood based on the evidence, 2) one or two less likely diseases, and 3) one or two diseases that you don't want to miss (i.e. MI, cancer).
Study the differentials for common complaints:
chest pain, shortness of breath, fatigue, knee pain, back pain, abdominal pain, etc. Have a differential in mind based on the chief complaint and ask questions that will help you to rule-in or rule-out your ideas. Then make the physical exam even more focused to rule-in or out your ideas.
If there are multiple complaints (as there usually are in clinic), prioritize the complaints and limit them to a 1-3 for a single visit. Then quickly think about very short differentials for each and the questions you will ask and things to do on exam that will help you rule-in/out.
Honestly, this really comes with experience. During 4th year try to come up with an assessment and plan for each patient you see and present this confidently to your residents/attendings. As others have mentioned, your superiors do not expect you to get the correct answer every time, but they DO expect that you will present your A/P in a confident way.