I recently interviewed with them for their management consulting practice at one of their Canadian offices.
First round was the usual case interview, fit questions + a candidate-led case. Although the cases were easier compared to MBB.
Final round was a written case where they gave me a case study and I had to use excel and pivot tables to analyze some data, and then synthesize it on PowerPoint slides. There was a presentation and a Q&A to panel at the end.
I think KPMG's case interview is very different as compared to traditional strategy consulting firms. I applied 2 years ago and got the offer. They would give you a topic, ask you to prepare for it for about 5 days and come back for a 10-minute presentation. Then, it's Q&A both on the topic and also competency-based questions.
Preparing strategy cases would help with your communication and commercial awareness, but generally it does not directly contribute to your performance at a Big 4 interview.
P.S. I applied to London 2 years ago - not sure if they have changed the structure now.
I have recently applied in KPMG in strategy consulting and got the offer.
There were several stages: online tests, written case, HR interview and 3 case interviews with Managers.
Written case was a market entry case, for live case interviews there were brainteasers, market-sizing questions and also 2 market-sizing cases.
The resources, such as "Case in Point" by Marc Casetino, "Secrets of Case interview" by Victor Cheng and articles and tutorials here, in PrepLounge were actually very helpful.