It's weird, in 15/16 (his debut season) it seemed like every shot he took resulted in a goal. He was actually very clinical.
You're right. Prem + CL stats since he broke through:
2015/16: 7 goals in 26 shots (26.9% converted)
2016/17: 6 goals in 63 shots (9.5% converted)
2017/18: 10 goals in 80 shots (12.5% converted)
2018/19: 2 goals in 18 shots (11.1% converted)
Other players:
Martial
2015/16: 14 goals in 72 shots (19.4% converted)
2016/17: 5 goals in 52 shots (9.6% converted)
2017/18: 10 goals in 60 shots (16.7% converted)
2018/19: 6 goals in 18 shots (33.3% converted)
Sterling
2015/16: 9 goals in 72 shots (12.5% converted)
2016/17: 9 goals in 77 shots (11.7% converted)
2017/18: 22 goals in 97 shots (22.7% converted)
2018/19: 7 goals in 32 shots (21.9% converted)
Mane
2015/16: 11 goals in 86 shots (12.8% converted)
2016/17: 13 goals in 57 shots (22.8% converted)
2017/18: 20 goals in 101 shots (19.8% converted)
2018/19: 7 goals in 35 shots (20% converted)
Hazard
2015/16: 4 goals in 51 shots (7.8% converted)
2016/17: 16 goals in 77 shots (20.8% converted)
2017/18: 15 goals in 93 shots (16.1% converted)
2018/19: 7 goals in 29 shots (24.1% converted)
I'd guess that anything approaching 20% is good/very good for a winger, with anywhere near 10% being on the low end. Did very well breaking through in 2015/16 but has been on the low end since.