I doubt there are any accurate numbers, because "denial" means formal denial and in most cases it's not a formal denial, the person just had the wrong bits of paperwork and was turned away.
Management consultant is the hardest TN-1 category to get because of the warnings in the FAM:
Management consultants provide services which are directed toward improving the managerial, operating, and economic performance of public and private entities by analyzing and resolving strategic and operating problems and thereby improving the entity’s goals, objectives, policies, strategies, administration, organization, and operation. Management consultants are usually independent contractors or employees of consulting firms under contracts to U.S. entities. They may be salaried employees of the U.S. entities to which they are providing services only when they are not assuming existing positions or filling newly created positions. As a salaried employee of such a U.S. entity, they may only fill supernumerary temporary positions. On the other hand, if the employer is a U.S. management consulting firm, the employee may be coming temporarily to fill a permanent position. Canadian or Mexican citizens may qualify as management consultants by holding a Baccalaureate or Licenciatura degree or by having five years of experience in a specialty related to the consulting agreement.
The key bit there is: "they may only fill supernumerary temporary positions". You can't just have a management job and say you're a consultant.
Steve.