What would you do in my situation?

Last fall I had a shot at the competitive jobs out of undergrad. I managed to get to the final round of MS and LB (for IBD London). I also made it to the final round of Bain and the 2nd round for McKinsey. It was incredibly frustrating not to come out of the process with a full time offer but I do realize I set my sights high and didnâ€t have much in the way of a backup plan. I am studying engineering in the UK and my finals this year count 70% of my overall grade so I decided to leave any more interviews until after graduation.
I have a decent resume. I have interned at a famous M&A house (Lazard/Rothschild/Greenhill), worked for an energy company in Africa and spent two semesters studying abroad. What would you do in my situation? Just have another shot at the same places again this coming fall, add a few more companies and include a few safeties? Will Bain, LB and MS want to interview me again? What could I do in a short space of time to enhance/change my application? Would a good GMAT score impress the above employers? Another alternative is look at grad programs in the US (such as Management Science, operational research or financial engineering)?