Higher order interactions are increasingly recognised as a fundamental aspect of complex systems ranging from the brain to social contact networks. Hypergraph as well as simplicial complexes capture the higher-order interactions of complex systems and allow to investigate the relation between their higher-order structure and their function. Here we establish a general framework for assessing hypergraph robustness and we characterize the critical properties of simple and higher-order percolation processes. This general framework builds on the formulation of the random multiplex hypergraph ensemble where each layer is characterized by hyperedges of given cardinality. We reveal the relation between higher-order percolation processes in random multiplex hypergraphs, interdependent percolation of multiplex networks and K-core percolation. The structural correlations of the random multiplex hypergraphs are shown to have a significant effect on their percolation properties. The wide range of critical behaviors observed for higher-order percolation processes on multiplex hypergraphs elucidates the mechanisms responsible for the emergence of discontinuous transition and uncovers interesting critical properties which can be applied to the study of epidemic spreading and contagion processes on higher-order networks.