Shankland and Hearts' misery is going hand in hand this season - and is a stark contrast to the success player and team enjoyed in the last campaign.
The striker's free-scoring form - 33 goals for club and country last season - booked him a ticket to Euro 2024 with Scotland and helped the Tynecastle side cruise to third place in the Premiership.
But he has just one goal in 20 games this season and with no-one else to pick up the slack, Hearts are above bottom club Hibernian only on goal difference.
The fans who made the trip to Belgium will have been forgiven for thinking they had seen this show before, as Shankland drew a blank and the rest of the team looked toothless despite enjoying 60% possession.
Efekele's goal, at the end of a first half notable only for the amount of times the referee's whistle was heard, summed up this season for the striker.
The midfielder - on loan from Monaco, which like Cercle is owned by Russian billionaire Dmitry Rybolovlev – somehow dragged the ball inside Gordon's left-hand post with a weak, scuffed shot.
In contrast, a brilliant instinctive backheel from Shankland went agonisingly past a post with goalkeeper Maxime Delanghe looking beaten.
Shankland blew the perfect opportunity to end his drought and give Hearts a precious point when the home side were penalised for a handball, but his wild effort flew a foot over the crossbar.
The 29-year-old had another chance to equalise moments later from a delightful cross from James Penrice but his glancing header went wide.
Magnee's strike emptied salt in Shankland's wound soon after and means the feel-good factor of Hearts' opening two Conference League wins and the mini bounce new boss Critchley enjoyed are a distant memory.