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The engines that produce extragalactic fast radio bursts (FRBs), and the mechanism by which the emission is generated, remain unknown. Many FRB models predict prompt multi-wavelength counterparts, which can be used to refine our knowledge of these fundamentals of the FRB phenomenon. However, several previous targeted searches for prompt FRB counterparts have yielded no detections, and have additionally not reached sufficient sensitivity with respect to the predictions. In this work, we demonstrate a technique to estimate the ratio, $η$, between the energy outputs of FRB counterparts at various wavelengths and the radio-wavelength emission. Our technique combines the fluence distribution of the FRB population with results from several wide-field blind surveys for fast transients from the optical to the TeV bands. We present constraints on $η$ that improve upon previous observations even in the case that all unclassified transient events in existing surveys are FRB counterparts. In some scenarios for the FRB engine and emission mechanism, we find that FRB counterparts should have already been detected, thus demonstrating that our technique can successfully test predictions for $η$. However, it is possible that FRB counterparts are lurking amongst catalogs of unclassified transient events. Although our technique is robust to the present uncertainty in the FRB fluence distribution, its ultimate application to accurately estimate or bound $η$ will require the careful analysis of all candidate fast-transient events in multi-wavelength survey data sets.