>So long as you're willing to abandon locality, hidden variables can work. Given that the other two interpretations posit equally weird things, abandoning locality won't seem so weird.
Abandoning causality (that goes along with locality) wont seem so weird?
Precisely how to understand causation is controversial.
But I'll just say that most philosophers don't find anything incoherent in the idea of nonlocal causation. (Hume's classic attack on local causation might be worth a look.) See BoiledCabbages comment for a nice explanation of a model that involves nonlocal causation.
Abandoning causality (that goes along with locality) wont seem so weird?