Preheat oven to 350°F. Line an 8x8 pan with parchment paper and/or spray with cooking oil (I do both to stay on the safe side.)
Cheesecake Layer
Mix all cheesecake ingredients together in a bowl. Set aside.
Brownie Layer
In a large bowl, whisk together the hot butter and sugar. Mix in the milk and vanilla extract.
In a separate bowl, mix together the flour, cocoa powder, baking powder, and salt.
Mix the dry ingredients into the bowl with the butter until well combined.
Reserve 1/4 cup of the brownie batter and set aside for now.
Spread the brownie batter evenly into the baking pan, then spread the cheesecake layer overtop.
Mix the reserved brownie batter with 1-2 tablespoons of water. Dollop and drizzle on top of the cheesecake layer. Using a toothpick or tip of a knife, create swirls with the batter.
Bake for about 30-35 minutes, or until a toothpick comes out "clean" when inserted in the middle (some crumbs and cheesecake batter are fine - we don't want to see raw brownie batter.)
Let cool completely before cutting. Store in the fridge in an airtight container.