We study the spectrum of a bilayer of Kitaev magnets on the honeycomb lattice, coupled by Heisenberg exchange in the quantum-dimer phase at strong interlayer coupling. Using the perturbative Continuous Unitary Transformation (pCUT) we perform series expansion starting from the fully dimerized limit, to evaluate the elementary excitations, reaching up to and focusing on the two-triplon sector. In stark contrast to conventional bilayer quantum magnets, and because of the broken SU (2)-invariance, encoded in the intralayer directional compass-exchange, the bilayer Kitaev magnet is shown to exhibit a rich structure of two-triplon scattering-state continua, as well as several collective two-triplon (anti)bound states. Direct physical pictures for the occurrence of the latter are provided and the (anti)bound states are studied versus the stacking type, the spin components, and the exchange parameters. In addition to the two-triplon spectra, we investigate a corresponding experimental probe by evaluating the magnetic Raman-scattering intensity. We find a very strong sensitivity of this intensity on the two-triplon interactions and the scattering geometry, however a signal from the (anti)bound states appears only in very close proximity to the continuum.