Guys - I was in your shoes as well, and am living proof it works.
- First step is to figure out whom to reach out to: more tenured consultants is better. Look in your background to see if you have friends or former classmates, colleagues... who went on to join MBB. Alternatively, look at existing consultants who did a stint at one of your former companies or top competitors. What about people who came from the same location as you?
- If you current employer employs consultants from time to time, try to be staffed on these projects and work with them. This is actually the absolute best way to get an interview, and these consultants will then be able to say "I worked with Anonymous A for 4 months, and really liked his/her work". Incidentally, this is also the path I took
- Once you have a list of people, reach out aggressively. In my case, I contacted probably 15 or 20 people; just about half replied, I managed to get a referral at all 3 companies and 5 consultants gave me cases
- How do you reach out? Write a short application: "I'm so & so, looking to join XYZ company as an experienced hire. I notice you and I share ... in common so figured I'd reach out. Would have have some time for breakfast or coffee (or even just a quick call) to discuss your experience?". Once you have the contact, don't ask for the recommendation right away, but make sure to slowly build a rapport instead.
- The worst thing you can do is blast out requests for recommendations to people who don't know you or don't even know why you targeted them. We all see this all the time: a request coming out of nowhere, someone we don't know who asks for me to refer them... Ask yourself, why would I? I am investing what little personal capital I have in someone I don't know, who probably won't even update me on what happened, and who may be absolutely terrible anyway. Yes, that candidate may be a future rockstar - but odds are he/she is not... and I want the best for my former company. I will only reoommend people I know well and have worked with, because these are also the only people I would feel comfortable personally recommending. Pretty much any consultant will be just as picky when deciding whom to refer, and you probably would do the same in our shoes.