Recommendations for speakers that sound great at lower volume levels.

High efficiency is over 100db 1 watt 1-meter omega is not a high eff loudspeaker

That's interesting and worth considering. What do other people think?  You know, Omega speakers promote themselves as high efficiency and a good match with the LM 845ia. 

I think that tube amps are much better at low volumes inherently provided that the speaker doesnt present to difficult a load. The best low volume speakers I have heard are horns (compression drivers), but they arent very good in other areas which I find significantly more important.

When I began reading this thread it struck me how free of typical volume considerations I am.  Since my wife of fifty years plus recently passed away I live alone in a house pretty much in the middle of my eight acre plot.  Despite this my listening levels seldom exceed 87 dB on crescendos.  My fully horn loaded, triamplified, 103 dB sensitivity, DIY speakers are very good at maintaining good detail, imaging and frequency balance at quite low levels.

you have 4 options-
1 an amplifier with more robust power and dynamics, e.g. a rogue audio cronus mag iii, go to seperates with a rogue audio stereo 100 or a tube preamp with powerful solid state power.
2 more efficient speakers, a slippery slope that comes with compromises, e.g. omegas, klipsch heritage.
3 subwoofer(s)
4 amp and subwoofers

its about getting cone movement, bass excursion at lower volume.  it takes a more robust amp or speakers that resond better to the amp you have. 
i chose option 4 including a tube preamp solid state amp. i loved the sound of my HL5+ and could not think about what i would lose to gain efficiency.

Nola Boxers and Contenders sound terrific at low volumes.,very engaging.