Given the urgent need to simplify the end-of-line tuning of complex vehicle dynamics controllers, the Twin-in-the-Loop Control (TiL-C) approach was recently proposed in the automotive field. In TiL-C, a digital twin is run in real time on-board the vehicle to compute a nominal control action; an additional controller is used to compensate for the mismatch between the simulator and the actual vehicle. As the digital twin is assumed to be the best replica available of the real plant, the key issue in TiL-C becomes the tuning of the compensator, which must be performed relying on data only. In this paper, we investigate the use of different black-box optimization techniques for the calibration of the compensator. More specifically, we compare the initially proposed Bayesian Optimization (BO) approach with Virtual Reference Feedback Tuning (VRFT), a one-shot direct data-driven design method, and with Set Membership Global Optimization (SMGO), a recently proposed black-box optimization method. The analysis will be carried out within a professional multibody simulation environment on a novel TiL-C application case study – the yaw-rate tracking problem – to further prove the TiL-C effectiveness on a challenging problem. Simulations will show that the VRFT approach is capable of providing a well-tuned controller after a single iteration, while 10 to 15 iterations are necessary for refining it with global optimizers. Also, SMGO is shown to reduce the computational effort required by BO significantly.