While heat is lost during glycolysis, a lot more heat can be lost during chemiosmosis. This is the movement of H+ (protons) across the inner mitochondrial membrane. The energy potential of having a greater concentration of H+ on one side of the membrane usually powers ATP synthesis through ATP synthase. In mammals, however, special proteins called uncoupling proteins (UCPs) can make the membrane 'leaky' to H+, so the energy is lost as heat, instead of being used to make ATP. This is called non-shivering thermogenesis, and usually happens in brown adipose tissue (because fatty acids are used to enable UCP production).
It is not that glycolysis in ectotherms is less efficient (as far as I'm aware), but that ectotherms have different levels of different types of UCPs. Some UCP genes may have their expression altered in response to colder conditions (e.g. UCP2 and 3 may be upregulated) or the genes may not be present at all (e.g. UCP1 is not present in birds and crocodiles).
A better summary of UCPs in reptiles etc. can be found in this abstract:
http://rspb.royalsocietypublishing.org/content/275/1637/979.long
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