Hi Neil,
I rebuilt from the ground up the experienced hire recruiting program in 2007 for McKinsey's Operations Practice and also led McKinsey Solutions recruiting which was mostly focused on experienced hires.
Knowing you have 4 years experience is insufficient to determine if you're going to be a reasonable candidate; however, I can address your specific question about the screening process.
Firstly, the criteria to get an interview, typically the resume review, will be very different than campus recruiting and based on McKinsey's needs and your background. You'll typically be evaluated for Specialist/Expert roles in a practices whereas campus candidates will be evaluated for generalist roles in offices.
Secondly, your assessment, typically the interview process, will in principle be exactly the same during first and final rounds focused on case and PEI. However, the preliminary process at the front end will be slightly different depending on where you're in the world but should include a Webex case prep (American Beauty - it's a junk case), 1-hour one-on-one phone coaching with an alumni coach and typically a week later (although it can be scheduled further apart) a 30-minute go/no-go phone case to determine if you'll get an invitation to first rounds.
I can't speak to other firms but what I wrote above is going to be accurate for 99% of all experienced hire candidates applying to most offices in the world. McKinsey is a firm that is easy to get an offer from but you need to know how to make that happen - feel free to book a session with me if you'd like to know more.
Cheers,
Nick