If you really want speed, use a trie/automaton. However, something that will be faster than simply scanning the whole list, given that the list of words is sorted:
from itertools import takewhile, islice
import bisect
def prefixes(words, pfx):
return list(
takewhile(lambda x: x.startswith(pfx),
islice(words,
bisect.bisect_right(words, pfx),
len(words)))
Note that an automaton is O(1) with regard to the size of your dictionary, while this algorithm is O(log(m)) and then O(n) with regard to the number of strings that actually start with the prefix, while the full scan is O(m), with n << m.