Dynamical test benches are typically used in the development phase of engine systems and require tracking controllers with high performance. Unfortunately, during such a work the components or operation parameters of the engine system are changed very frequently, making the use of classical model based control approaches very time-consuming. Against this background, this paper proposes a direct data-driven design approach for multivariable control of rotational speed and shaft torque of an internal combustion engine at a test bench based on an extended version of a recently introduced method for non-iterative direct datadriven tuning of multivariable controllers. This extension allows employing data collected in a closed-loop experiment in the direct identification of the controller parameters. The effectiveness of the proposed approach is shown on a test bench equipped with a production light duty Diesel engine. A comparison with the industrial state-of-the-art controller is provided on both a dynamically challenging test and a typical driving cycle as measured on an instrumented vehicle with the same internal combustion engine. The results confirm that the new method recovers the performance of the well-tuned industrial control, but can be developed in a fraction of the time as no explicit model of the system is needed.