Proton Exchange Membrane Fuel Cells (PEMFCs) are seen as an alternative for heavy-duty transportation electrification. Powered by a green hydrogen source, they can provide high efficiency and low carbon emissions compared to traditional fuels. However, to be competitive, these systems require high reliability when operated in real-life conditions, as well as safe and efficient operating management. In order to achieve these goals, the X-in-the-loop (also called model-based design) methodology is well suited. It has been largely adopted for PEMFC system development and optimisation, as they are complex multi-component systems. In this paper, a systematic analysis of the scientific literature is conducted to review the methodology implementation for the design and improvement of the PEMFC systems. It exposes a precise definition of each development step in the methodology. The analysis shows that it can be employed in different ways, depending on the subsystems considered and the objectives sought. Finally, gaps in the literature and technical challenges for fuel cell systems that should be addressed are identified.