I applied through their website and also got the chance to talk to an engineer from the team when he gave a seminar at my university.
I then had a phone interview with the engineer that I had talked to. He asked me several dynamics and controls problems.
After that, I got an in-person interview at the SpaceX facility. I was asked to choose a project and give a 10 minute presentation to the team. I then had a series of one-on-one or two-on-one interviews with various engineers from the team, as well as someone from a different part of the company, where I was asked to talk about my experience and skills, and solve technical problems.
The HR people were very responsive throughout the interview process, but then drastically stopped being responsive after my in-person interview. I waited weeks without hearing back before I had to call one of the engineers that interviewed me to find out that I didn't get the position.