A Trial within Cohorts (TwiCs) study design is a trial design that uses the infrastructure of an observational cohort study to initiate a randomized trial. Upon cohort enrollment, the participants provide consent for being randomized in future studies without being informed. Once a new treatment is available, eligible cohort participants are randomly assigned to the treatment or standard of care. Patients randomized to the treatment arm are offered the new treatment, which they can choose to refuse. Patients who refuse will receive standard of care instead. Patients randomized to the standard of care arm receive no information about the trial and continue receiving standard of care as part of the cohort study. Standard cohort measures are used for outcome comparisons. The TwiCs study design aims to overcome some issues encountered in standard Randomized Controlled Trials (RCTs). An example of an issue in standard RCTs is the slow patient accrual. A TwiCs study aims to improve this by selecting patients using a cohort and only offering the intervention to patients in the intervention arm. In oncology, the TwiCs study design has gained increasing interest during the last decade. Despite its potential advantages over RCTs, the TwiCs study design has several methodological challenges that need careful consideration when planning a TwiCs study. In this article, we focus on these challenges and reflect on them using experiences from TwiCs studies initiated in oncology. Important methodological challenges that are discussed are the timing of randomization, the issue of non-compliance (refusal) after randomization in the intervention arm, and the definition of the intention-to-treat effect in a TwiCs study and how this effect is related to its counterpart in standard RCTs.