Is it possible to efficiently convert hydrogen to methane? According to this wikipedia page, hydrogen can combine with the carbon found in carbon steel to form some methane inside the steel, weakening it. Is is possible to convert hydrogen to methane by putting it through 
graphite powder or activated carbon?

Note that I mainly want the reaction to occur at STP. The flow of the 
gas through the graphite will be very slow (at the speed it is generated by electrolysis), so 
maybe catalysts not needed?

The purpose of this is to form a more energy-dense fuel than pure hydrogen. Also, it will be much safer since methane is less flammable.
Is it possible to efficiently convert hydrogen to methane?

No. You'll end up putting more energy into the process than you'll get out of burning the methane less the energy of burning the hydrogen that you started from. So although you can make methane from hydrogen, it isn't "efficient."