The answer depends on a lot of factors. If you are literally doing nothing but setting a single field to a value, and if your class is an internal part of a cohesive block of code, then there's not much difference between the approaches.
If you are instead just showing an example, but the actual methods do more than shown here, or if the class is exposed as public API towards other modules/parts of your wider picture, then you should definitely prefer reusing the code by calling the two methods.
With respect to efficiency, you should never worry about it unless you care whether the method invocation overhead amounts to 0.2 ns or as much as 0.4 ns.