I doubt very much Rudy would hold a grudge. Rudy has too much on his plate and too much going for him to be that petty. He's very popular and could even run for Senator or Governor or anything else. He'd probably back the winner of the Republican primary and campaign for him. I'm sure he will be at the Republican Convention giving one of his speeches!!
Yeah, I can see him holding out for a good Cabinet position of his choice. Just not SCOTUS, thank you very much.