I've used both .25 and .22 calibers Taipan Veterans. The larger caliber is definitely more efficient with air usage. Tuned to the same FPE, the .25 caliber was getting 50% more shots on the regulator compared to the .22 caliber. On the other hand, tuned to the same reg pressure, the .25 was getting about 17 FPE more than the .22 and both guns were getting the exact same shot count at those tunes.
I don't have experiences with other guns of multiple calibers but I've seen specs and user tests where the difference between a small and larger calibers don't come close to what I saw with my Veterans. I come to the belief that, yes, a bigger caliber will generally be more air efficient than smaller caliber but to what extent also largely depends on the design of the gun such as the porting, valves, etc..
Also, from my experiences with my own guns, the higher the tunes, and the closer it get to the gun's theoretical maximum, the MORE air it uses. Going back to my Taipan Veteran Standard in .25 caliber, at 44 FPE it's getting 60 shots on the reg. However, maxed at at 55 FPE, it's only getting around 28 shots on the reg.
My Veteran Long at 40 FPE was getting about 40 shots on the reg. Tuned down to 30 FPE and it's more than double at 90 shots.
And to address your last question, no, you can't change a gun's FPE by simply changing the projectile weights. You have to actually change the gun's tuning.
