Preheat 350
Line 9 x 13 pan with foil hang over edge. Spray with cooking spray.
Cheesecake topping: In med bowl use mixer beat cream cheese until smooth and creamy. Beat in sugar and vanilla until very smooth. Beat in egg sub until well blended. Set aside.
Brownie layer:Put chocolate, butter, and oil in a small bowl and heat at 75% power for 30 sec. Stir and microwave again until smooth about 30 sec. (Alt:put small heatproof bowl. Bring small saucepan filled with 1in water to simmer, set bowl over, not touching water and stir occasionally until melted and smooth)
Combine flour, cocoa, baking powder, salt and cayenne in med bowl.
Combine brown sugar and sugar in large bowl. Whisk in buttermilk, egg whites, and vanilla. Add chocolate mixture and whisk vigorously until fully incorporated and batter is thick and glossy. Gradually add flour mixture and stir just until disappears.
Reserve 1c brownie batter. Pour remaining brownie batter into pan. Pour cheesecake mixture evenly over top. Drop reserved brownie batter over topping. Use handle of wooden spoon to draw trough two batters and create swirls.
Bake until top is just set (check between 25 - 30 mins).Cool completely on wire rack. Lift brownies out by foil. Spray knife with cooking spray and cut into squares.
