My original suggestion with a list comprehension.
test = '8743-12083-15'
lst_int = [int(x) for x in test.split("-")]
EDIT:
As to which is most efficient (cpu-cyclewise) is something that should always be tested.
Some quick testing on my Python 2.6 install indicates map is probably the most efficient candidate here (building a list of integers from a value-splitted string). Note that the difference is so small that this does not really matter until you are doing this millions of times (and it is a proven bottleneck)...
def v1():
return [int(x) for x in '8743-12083-15'.split('-')]
def v2():
return map(int, '8743-12083-15'.split('-'))
import timeit
print "v1", timeit.Timer('v1()', 'from __main__ import v1').timeit(500000)
print "v2", timeit.Timer('v2()', 'from __main__ import v2').timeit(500000)
> output v1 3.73336911201
> output v2 3.44717001915
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