1Position a rack in the middle of the oven and preheat to 350°F. Grease a 9-by-13-inch baking dish and line it with foil. Grease the foil.
2To make the cream cheese mixture, in a bowl, beat together the cream cheese, sugar, vanilla and egg yolk together in a small bowl until evenly blended and smooth.
3In a saucepan, warm the butter and chocolate over low heat, stirring often, just until melted. Remove from the heat and whisk in the sugars. Whisk in the eggs slowly, beating well. Whisk in the vanilla and salt.
4Sift the flour and cocoa over the chocolate mixture and, using a rubber spatula, stir in until just blended.
5Pour about 3/4 of the brownie batter into the prepared dish, spreading it into an even layer. Drop half the cream cheese mixture, in spoonfuls, over the batter. Top with the remaining brownie batter, in spoonfuls, and then the remaining cream cheese filling. Use a butter knife to gently swirl the brownie batter and cream cheese filling, creating a marbled effect.
6Bake until a toothpick inserted into the center comes out almost completely clean, about 25 to 30 minutes. Let cool for 15 minutes in the dish, then remove from the dish using the foil to lift them out; let cool completely on a wire rack.