The first round was a phone interview (around 1 hour) and it involved questions on SQL and Python. The questions are similar to those asked in other reviews here. Just focus on solving them; they are pretty easy and usually require just a simple join or group-by.
The next round was on-site. Your recruiter will describe the process, and it will be exactly as they explain it. They will also provide plenty of study materials, which are usually enough.
For the on-site, I would suggest focusing on your SQL and completing all parts. I had a bad experience with one of the interviewers being really rude. Hopefully, you are lucky enough to not encounter someone like that.
Overall, think of the on-site as a data design question (similar to how system design questions are asked). Consider scale and daily versus batch solutions.
NDA
The following metrics were computed from 82 interview experiences for the Meta Data Engineer role in Menlo Park, California.
Meta's interview process for their Data Engineer roles in Menlo Park, California is very selective, failing most engineers who go through it.
Candidates reported having very good feelings for Meta's Data Engineer interview process in Menlo Park, California.