Is it possible to get a access to a real shell? Like bash or zsh or something? I would like to do some deeper troubleshooting, and I am finding the builtin routeros shell somewhat awful.
Short answer: nope.
Long answer: no, it is not possible.
Detailed answer: it's possible, and MT has a package for it, but they won't provide it to you, they could only install it on your router in some cases during troubleshooting, when you provide remote access. So, for most cases the answer is still no.
Is this actually based on evidence?
As far as I remember, this was said by @normis in some topic.
Fact: Create your own package, sign with leaked key, install it, done.
Both teslasystems and rextended are right... but you don't get a normal Linux userland... So if idea is it be better for troubleshooting, those methods would not help.
Perhaps provide an example where you find it hard to troubleshoot? While annoying at first, the fact that all commands share the same "shape" is easier ONCE you know the general scheme RouterOS uses... If you get fancy you can use arrays to output multiple command output at same time for troubleshoot or other tricks.