MC in general is a deeply conservative industry, because clients tend to be the same when it comes to investing in change/spending shareholder cash. 'No one ever got fired for hiring PWC' - the point being that PWC are the very epitome of conservative approach.
If you want to try getting creative, join a creative agency where you will fit in.
The way you approach Bain is less relevant than the content of your application; if you make the grade they will want to interview you, if you don't they won't. Avoiding gimmicks will help - HR does not have an imagination it has a process.