Are class A amplifiers significantly harder to engineer, or they are about the same but only bring some of the well-known things (heat) with them simply because of class?They are not harder to engineer. Its arguable that they are a bit easier, although you have to be more careful about heat issues and the power supply has to be able to support the output section being on all the time, something that you don't get with AB amps.
Also, how does efficiency of class-A amplifiers compare with other classes (ballpark figures)?
Of course class A is the least efficient of all classes of operation. The advantage is the output devices are often biased at the most linear portion of their curve. So if all goes well, they will make the least distortion.