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You've been rejected from all consulting jobs. What's next?
… they'll give comments, and if they do it'll be very generic. Here are some possible criteria for resume rejections.
2. Focus on upcoming interviews
If this isn't your last interview, prepare doubly hard for the next one. No surprise here. Internalize feedback about your shortcomings ("you were unstructured in your approach to the case...you had an insufficient understanding of the underlying business drivers...we didn't feel that you were a good fit for our company culture"). One of the most common mistakes people make is to practice alone. Do it with another person, and …