Messed up final round MBB, now picking from Roland Berger, ZS, Cornerstone, and F500

Of these, Roland Berger is the most prestigious and the one where you are most likely to do MBB type work. I'd put ZS second since you profess a desire to do actual consulting.

In my experience, the research shops are often a bit disappointing though I don't know Cornerstone Research specifically

Last but not least, CPG rotation would give you a great CPG experience - very valuable, but not what you indicate you want to do.

Reapplying to MBB won't work until your profile changes significantly, most usually after doing a top MBA. MBB recruits from the top 20 in the US btw. All these roles would be interesting to get into an MBA; they may also be sufficient for you to reapply to MBB after a couple of years...

If I were you, I'd take them in the order listed and do an MBA no matter the path chosen. Congrats on getting so many offers btw