The dependence of the excitonic photoluminescence (PL) spectrum of monolayer transition metal dichalcogenides (TMDs) on the tilt angle of an applied magnetic field is studied. Starting from a four-band Hamiltonian we construct a theory which quantitatively reproduces the available experimental PL spectra for perpendicular and in-plane magnetic fields. In the presence of a tilted magnetic field, we demonstrate that the dark exciton PL peaks brighten due to the in-plane component of the magnetic field and split for light with different circular polarization as a consequence of the perpendicular component of the magnetic field. This splitting is more than twice as large as the splitting of the bright exciton peaks in tungsten-based TMDs. We propose an experimental setup that will allow to access the predicted splitting of the dark exciton peaks in the PL spectrum.