We study the Landau levels (LLs) of a Weyl semimetal with two adjacent Weyl nodes. We consider different orientations η= (B,k0) of magnetic field B with respect to k0, the vector of Weyl node splitting. A magnetic field facilitates the tunneling between the nodes, giving rise to a gap in the transverse energy of the zeroth LL. We show how the spectrum is rearranged at different η and how this manifests itself in the change of behavior of the differential magnetoconductance dG(B)/dB of a ballistic p-n junction. Unlike the single-cone model where Klein tunneling reveals itself in positive dG(B)/dB, in the two-cone case, G(B) is nonmonotonic with a maximum at Bc Φ0k02/ln(k0lE) for large k0lE, where lE=v/|e|E, with E for the built-in electric field and Φ0 for the magnetic flux quantum.