Question
Is it more efficient to heat all rooms in a house or just those normally used?
Some bedrooms are not used as we are now empty nesters
Answer
It is almost always more efficient to have zones for the house to the fullest extent possible to be able to reduce heating demand when rooms are not in use.
Even if you're not using the rooms I wouldn't entirely shut off the heat. Just turn it down to an 'unoccupied' temperature if you have the ability to control locally.