Once you’ve linked the proejcts, be very, very careful not to move, rename or over-write any of them. Each time you do, the file corruption dice roll and sooenr or later you will get a file corruption. (could be 5 days or 5 years).
I prefer to start with a blank project, then insert each project into it, but with teh Link option in the Insert Proejct dialog deselected. This copies all information so no corruption risk.
In each project set Flag1 custom field to yes for each task you want to view in the management report. In teh consolidated file filter for Flag1=Yes and there is your report.
Record a macro of you creating the consolidation and now all you need to do is run the macro to create your report! make sure File, New is first recorded instruction!