The 'grandes ecoles' issue is a sensitive issue if you want to be a consultant in France, so you are wise to consider it, but a few years ago it was considered 'souhait' not 'obligatoire'.
Attention: this is part of a more general issue regarding France, employment and the global economy. My advice is that although you most probably feel that you should not have to be 'diplomatique' when you are in your home country, you should appreciate that all places change to some extent if you have been away.
But, overall there will be French business people that are very pleased to welcome you back. Take the time to make sure that they are French consultants, if that is your preference. Do some more research first if necessary, even it feels painful after a PhD!