TL;DR

What are the main challenges in measuring energy conversion efficiency in real-world systems?

How do you account for energy converted into heat or other forms that are difficult to measure? Which instruments or experimental methods give the most reliable results?

I'd be interested in hearing practical examples from different areas of physics.

TL;DR: How does a frosted diffuser affect the amount and distribution of light passing through it?

I’m interested in the physics of light scattering in frosted plastic. Does a diffuser mainly redirect light, or does it also reduce the total light transmitted? How would its transmission be measured experimentally?

That sounds like school or homework to me.

You do not.
You look at the total energy output in the form you require, and divide it by the total energy input.

Is this question in relation to your optical diffuser question from a day or two ago?

If it's a general energy conversion efficiency question, I can move this thread to our Thermodynamics Forum, which would be a better fit for the general question.