Transport Layer Security (TLS) is a protocol defined by the IETF to secure communications on the Internet, and Datagram Transport Layer Security (DTLS) is its version based on UDP. DTLS is the proposed solution to secure the Internet of Things (IoT). As IoT devices are constrained in memory, in code size and in computation speed, DTLS overhead is a crucial parameter for communication efficiency. The contribution presented in this paper is an improved version of DTLS, with fewer handshake messages and a reduced payload overhead, without compromising security. Fewer handshake messages means a reduced connection delay, with 6 signalling packets instead of 10. Reducing payload overhead improves communication latency and provides more room for application data. As such, our work provides a more efficient connection-based security protocol for the IoT domain.