I've considered doing it triangle by triangle but that seems a tad inefficient. Would there be another way I could make this more efficient?
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The right tool to use is Illustrator, not Photoshop.
Making evenly spaced lines at four slants (horizontal, vertical, and both diagonal directions) and combining them in a "Live Paint Group" will get you about 90% of the way there; the rest is just choosing colors and clicking to fill.
If you don't have Illustrator available and this is just for curiosity/learning project, choose some project more suitable for Photoshop as this is really not where Photoshop's strength lies. You can do it, but it will be hard and weird and you won't learn what the tool is really for.
If you don't have Illustrator and you actually need an image with this design for a real project, buy the image. ;)