Over my post-consulting career I helped several people to ended up in a position with McKinsey, BCG, Bain, etc. During the course, applicants typically go through a mindset upgrade: problem solving, critical thinking, analytics, personal skills, etc. There is no a standard course, but it's more an individual plan. There is a dedication from both side: mine & applicants. And I only work with them if I see they can make it. Once they are with me - they are almost there with the firm of their dreams. That's why our success rate is 100%.
It's not a question of one doing x or y. It's just a question of one believing in himself/herself and letting me to show them how to make it happen.
PS. I love consulting, but I am not there anymore. For me it's a pay-back to the industry, which gave me everything I have now.