To restore his Yen kingdom, that is. Off the top of my head, I could think of several ideas he could had done to help consolidate power, but he didn't.
1. Could had allied with Beggar Sect to fight the Khitans. This way, he could had won the hearts of people. Could also tried to either usurp the leadership position or influence elders/branch leaders to leave and join him instead. Heck, when Xiao Feng was exposed as a Khitan, he could had became the leader had he entered the picture!
Why would the Beggar Sect want to ally with MRF? Well, they are known to be heroic, so if MRF agree to battle Khitans alongside them, I don't see them turning MRF down!
2. Why didn't MRF made use of DY's obsession with WYY to ally with Dali? MRF didn't really care for WYY, so I can see him using his cousin as a pawn to revive the Yen kingdom. Hell, he didn't hesistate to kill his closest buddies just to impress DYQ. I'm sure MRF would had learn some military tactics...but yet he didn't employ the most simple Beauty Trap/Mei Ren Ji?
3. Why didn't MRF try to make an undertable pact with DCQ? Openly colluding with DCQ won't do MRF's reputation any good, but what if he could collude with DCQ secretly? By the time the novel roll about, I seem to get the impression that DCQ was at a stage of his martial arts "career" whereby he just wanted to kick back; ok I think he was still training but it wasn't the most important thing to him. A large part of his story was having people sing praises of him. Basically, he wanted people to look up to him/fame.
What if MRF offered to give DCQ a high ranking official post if Yen kingdom is restored? DCQ would get the fame, power and luxury he wanted. In return, DCQ seem to have a knack of getting low-level fighters, who could act as MRF's soldiers. Sure, they won't be super highly skilled, but well, a kingdom need foot soldiers. Plus, given the way DCQ uses his guys, I'm sure he won't mind sparing his guys to MRF as long as he gets something in return.
I seem to get the feeling that MRF didn't exactly put a lot of heart and ideas into reviving his Yen kingdom?!