Preheat oven to 350F and line an 8x8 metal pan with parchment paper leaving the edges high for easy removal. Set aside.
In a medium mixing bowl, add brownie ingredients. Mix well with a spatula.
Add your brownie mixture to your prepared baking pan. Set aside.
In a large bowl beat cream cheese and sugar until smooth (about 3 minutes).
Add egg, pure vanilla extract and orange food coloring to the mixture and beat again for about 1 minute, until smooth and incorporated.
Slowly pour or spoon cream cheese on top of the brownie batter and level out carefully. Add small dollops of leftover brownie batter, then swirl it around with a knife or toothpick (note: be careful to not go too deep and disturb the brownie layer unless you want to).
Bake for 35 minutes or until the cheesecake is almost fully set (there can be a slight jiggle to the center area), then shut off the oven, open the door slightly and allow it to sit for 30 minutes.
Transfer the pan to a wire rack and when cool, chill in the fridge for at least 2 hours then cut into squares before serving!