Shortly after the discovery of Weyl semimetals, properties related to the topology of their bulk band structure have been observed, e.g., signatures of the chiral anomaly and Fermi arc surface states. These essentially single particle phenomena are well understood, but whether interesting many-body effects due to interactions arise in Weyl systems remains much less explored. Here, we investigate the effect of interactions in a microscopic model of a type-II Weyl semimetal in a strong magnetic field. We identify a charge density wave (CDW) instability even for weak interactions stemming from the emergent nesting properties of the type-II Weyl Landau level dispersion. We map out the dependence of this CDW on magnetic field strength. Remarkably, as a function of decreasing temperature, a cascade of CDW transitions emerges and we predict characteristic signatures for experiments.