Heat the oven to 350°F (175°C). Line the pan with parchment and grease lightly. Bring cream cheese to a soft, mixable texture.
Melt butter and chocolate together gently, stirring until smooth. Cool for 5 minutes before whisking in brownie sugar, eggs, and vanilla.
Fold flour, cocoa, and salt into the chocolate mixture. Reserve 1/4 cup of this brownie batter in a small bowl.
Beat cream cheese and swirl sugar until smooth. Mix in the egg yolk and vanilla just until the mixture is evenly combined.
Spread the main brownie batter in the pan. Spoon cream cheese mixture over it, then dot with the reserved brownie batter.
Draw a knife through the layers in a few broad curves. Bake 32–38 minutes, until the cream cheese is set and a tester has moist crumbs.
Cool for 1 hour on a rack, then refrigerate at least 90 minutes. Chilling firms both layers and makes the marble pattern easier to slice.
Lift out and cut into 16 squares with a wiped knife. Return unused portions to the refrigerator after serving.