Modifying the strain state of solids allows control over a plethora of functional properties. The weak interlayer bonding in van der Waals (vdWaals) materials such as graphene, hBN, MoS2, and Bi2Te3 might seem to exclude strain engineering, since strain would immediately relax at the vdWaals interfaces. Here we present direct observations of the contrary by showing growth of vdWaals heterostructures with persistent in-plane strains up to 5% and we show that strain relaxation follows a not yet reported process distinctly different from strain relaxation in three-dimensionally bonded (3D) materials. For this, 2D bonded Bi2Te3-Sb2Te3 and 2D/3D bonded Bi2Te3-GeTe multilayered films are grown using Pulsed Laser Deposition (PLD) and their structure is monitored in situ using Reflective High Energy Electron Diffraction (RHEED) and post situ analysis is performed using Transmission Electron Microscopy (TEM). Strain relaxation is modeled and found to solely depend on the layer being grown and its initial strain. This insight demonstrates that strain engineering of 2D bonded heterostructures obeys different rules than hold for epitaxial 3D materials and opens the door to precise tuning of the strain state of the individual layers to optimize functional performance of vdWaals heterostructures.