European target for consulting

I know a few from Mannheim, Otto Beisheim and Frankfurt SoM in consulting. But I don't think they are at McK.
The McK guy I know is from Insead and works in their Pharma team.

Can recommend HEC Paris MiM programme if you can hack a 2-3 year programme, or Strategic Management / International Finance if you would prefer just 1 year.

Lot of my peers placed comfortably into MBB / strong consultancies across Europe, mostly into the offices in their home countries.

Following is from what I know for London. 

Firstly, while there is a continental target presence (HEC, Bocconi, INSEAD, etc.) it's definitely less prominent than for finance. There's also more differentiation between targets. So for finance, you have six standard UK universities that are targeted by every bank (Oxford, Cambridge, LSE, Imperial, UCL, Warwick) and there isn't much between them in terms of placement, with the slight exception of some EB groups still being Oxbridge dominated. Whereas for MBB, it's much more tiered. Oxbridge makes up 40-50% of most analyst classes (less than it used to be), LSE/Imperial about a quarter, other good UK unis (UCL, Warwick, Durham, Edinburgh mostly) about 20% and then the final 10%ish from foreign (continental and U.S.) universities. This varies a little by which MBB specifically - BCG's official campus recruiting leak a few years ago only had four targets (Oxford, Cambridge, Imperial, LSE - no UCL), McKinsey seems to treat UCL on a more similar level to Imperial and LSE (but note that Warwick is nowhere near as strong for consulting placement as it is for finance), and I would generally say that Bain has more Oxbridge people and less LSE/Imperial. That BCG leak suggested they would automatically screen out anyone not at those four target universities unless they had a first, for what it's worth.

Tier 2 is blurry but the four targets above plus UCL, Warwick, Durham and Edinburgh will likely stand you in good stead. If we're talking less selective firms, including Big 4 consulting, any top 10-15 UK university (aforementioned universities plus some of Bristol, KCL, Manchester, Exeter, St Andrews, Nottingham, Leeds, Bath as a rough, unordered, and not entirely accurate or exhaustive list) will give you a reasonable chance of getting through initial screening providing you have decent academics and some relevant experience. 

Do note, however, that target status matters less than finance once you actually get an interview - most of whether you get the job comes down to case performance. Also, referrals do exist (although can be difficult to get for London) and can help you break in from a semi/non-target. 

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Unless you are from the UK, they are seen as a joke by mainland EU except for Oxbridge, LSE, Imperial, and Kings. Warwick doesn't count. 

Your targets will depend on your home country. In DACH: Mannheim, LMU, TUM, WHU, HSG, and WUWien, although Goethe, HHL, Uni Berlin, Köln, Münster, and Bayreuth also place. 

Benelux: Rotterdam, Maastricht, UvA, TU Delft, and KU Leuven

France: Insead and HEC

Spain/Portugal: ESADE, Catolica, Nova

Italy: Bocconi

Nordics: CBS, Lund, BI Norway

Also, the CEMS program is well regarded