Say I have some data $X \in \mathbb{R}^{M\times N}$, such that $X_i \sim Normal(\mu, \Sigma)$. It's easy to compute the likelihood of $\Sigma$ conditioned on $X$ and $\mu$: $$ L(\Sigma)=p(X|\mu, \Sigma) = \prod_i normpdf(X_i;\mu,\Sigma) $$ Now I want to draw samples of $\Sigma$ under this likelihood. This is (or at least, seems to me) computationally difficult using MCMC methods, given the large $M$ that I am dealing with (on the order of 2000). So I was wondering: could I do this instead by bootstrapping? That is, would it make sense to create (many) samples $X^*$ by drawing with replacement from the columns of $X$, and computing the sample covariance of each $X^*$? Would the resulting samples $\Sigma^*$ approximate $L(\Sigma)$?
I've done some simulations with small $M$ where I can do Metropolis Hastings, and the distributions I get from MH in that case are very similar to those I get by bootstrapping, so I'm optimistic, and intuitively it seems right, but I'd like to have a more formal understanding/justification.
Edit: I guess another way to phrase my question is: is the sampling distribution of the MLE of $\Sigma$ identical to the likelihood over $\Sigma$ given $X$?