select all rows with a minimum value

As you have seen, a simple GROUP BY will not work because it would return only one record per group.

Your join works fine. For a large table, it will be efficient only if there is an index on the join columns (num and text).

Alternatively, you could use a correlated subquery:

SELECT *
FROM t
WHERE num = (SELECT MIN(num)
             FROM t AS t2
             WHERE t2.text = t.text);

SQLFiddle

When being executed, this query does not require a temporary table (your query does for the result of u), but will execute the subquery for each record in t, so text should be indexed. (Or use an index on both text and num to get a covering index.)