Entrepreneurship to Finance/Consulting - advice please

Struggling here, would really appreciate some advice. What would you do?

Background (brief)
Graduated from UK ‘target school’ in 2006 reading Economics and Finance.
Took management level role in real estate and tourism business in Greece, grew it significantly.
Promoted onto board of directors of 2 further related businesses, again created significant value.
Founded a small tourism business in 2008. Expected 2010 revenues €750k. Beyond this year growth will be slow. Had a reasonable offer from someone to buy the business which I have accepted.
Acted as consultant in acquisition of medical supplies business in Greece. Investors were surgeons with little business experience. Represented them in every aspect of origination and execution of the deal (€2.8m). Basically lead team to perform due diligence, value the company, personally negotiated purchase, negotiated financing, created 3 year plan for turnaround.

I have reached a crossroad, about to sell the small business but am young and really want the opportunity to scale my experience, work in a larger number of industries and possibly come back to self employment 10 years down the line. Probably what fueled this desire the most was the acquisition I headed up. Got such a kick out of putting the deal together and eventually turning the company around. At the moment I feel that I am lacking the corporate experience as well as exposure to people of a similar mindset to required to do something bigger than what I have already achieved. Greece is also a pretty tricky place to do anything of significant scale for many reasons but mostly bureaucracy. So ultimately I want to land a job in London with a steep learning curve.

I have a real passion for finance, did my undergrad dissertation on the B+S option pricing model which I received a commendation for, so have fair quantitative abilities. I also run the mandatory equity and forex portfolio. I know everyone says this but I genuinely enjoy researching new strategies and watching them unfold. I have the obvious management and leadership qualities suggested by my background and work 7 days a week so 100+ hour work weeks do not worry me, neither do entry level salaries. I consider sacrifices in responsibility etc as long-term investment in my future.

Despite this I cannot seem to make any progress in landing a job. I cannot even get in front of anyone and am under the impression that it is because I do not fit the mold.

Options:
IB – probably the longest shot considering my background, obviously completely irrelevant but managed to land an interview through a contact, even offered to work for 3 months without pay, no success.

Hedge Funds – have had no luck, again I can understand that my background is not particularly relevant, but can’t even land interviews for entry level jobs.

Management Consulting – reached final round of BCG nailed 2 out of 3 interviews. Third interviewer gave me a real hard time with my background. They have asked me to reapply next year, but I want to get my teeth stuck into something now. Maybe i should apply to more consulting firms?

VC/PE – want Banking or Consulting background, which I can understand because as a junior again my background isn’t too relevant. At a push could possibly get into VC but as far as i understand VC in London not doing great and dont think i'd have many exit ops?

Education – currently think this is my best option probably an MBA, started looking at GMATs etc.

Something new – could take capital and try something new, but like I said I would really like to scale my experience first, don’t think I have the base to achieve something significantly bigger, not in Greece anyway.

Sorry for length of this, tried to keep it general enough to be applicable to people in a similar situation, yet detailed enough to get relevant feedback. What would you do in my shoes? any advice would be greatly appreciated.