In systems described by the scattering theory, there is an upper bound, lower than Carnot, on the efficiency of steady-state heat to work conversion at a given output power. We show that interacting systems can overcome such bound and saturate, in the thermodynamic limit, the much more favorable linear-response bound. This result is rooted in the possibility for interacting systems to achieve the Carnot efficiency at the thermodynamic limit without delta-energy filtering, so that large efficiencies can be obtained without greatly reducing power.