To do e-file even one return you need an EFIN. 

Re: Do I have to apply for EFIN to do E-File in ProConnect? I won't have more than 10 clients in this year and am a new EA for the first time to use ProConnect.

Less than 10 and Efiling isnt required of you.  But yes, you need an EFIN if you want to Efile returns.