Non-locality seems to be the least favorable way to resolve the Bell inequalities as far as most physicists are concerned. I'm not sure why though. I think they like exotic and unintuitive sounding stuff.
Exactly the opposite, nonlocality is by far the most exotic resolution here. It means losing existence and uniqueness of solutions to differential equations - i.e., causation.
I think a multiverse, or anything "spooky at a distance" or the other stuff is exotic. Non-locality does take away our ability to do experiments in isolation I suppose, which is kind of a big problem, but it is limited to certain kinds of experiments and not (seemingly) relevant at larger scales.