Improving profile after failed MBB interviews

Hey guys,

I am currently trying to identify the best way of how to improve my chances when reapplying at MBB in Europe and any help is highly appreciated.

Little bit of my background:
- MSc from TOP10 EU business schools (graduated almost 2 years ago)
- internship in industry (IT, business analyst) as well as management consulting (tier 2, after graduation, analyst-level responsibilities) - both outside my home country
- have experience in non-profit sector

In the last 1.5 years I was able to land a couple of interviews (Europe, one in Dubai), but always failed after the first round (out of 2 here) - usually due to poor structuring (after begging for feedback, this was all I got), once because of lacking expert quantitative skills (tier 2, quite small office focused on FS). I know that one thing I also lacked and would help was some leadership experience (apart from school projects).

Now, I know that I need to improve case interviews (I practices a lot, but I know my weaknesses), but apart from that, what do you suggest? As I will be 25 and 2 years after graduation, I will still aim for BA positions (relatively suitable age here) and therefore I am thinking about taking an internship with Rocket Internet venture in developing nation - hands on "entrepreneurial" experience, adds interesting touch to my resume, the role and the people there are really cool. Apart from that, I am learning SQL. And of course, I will have waited long enough before reapplying.

What is your opinion?

Thank you!