Preheat oven to 350 degrees. Line an 8 x 8 baking dish with parchment paper or foil and spray with non-stick spray. Set aside.
In a mixing bowl, whisk together one cup of granulated sugar, half a cup of all-purpose flour, half a cup of Hershey's Special Dark cocoa powder, half a teaspoon of salt, and a quarter teaspoon of baking powder until combined.
Add two large eggs, one-third cup of vegetable oil, and one teaspoon of vanilla extract into your dry ingredients mixture. Stir until everything is well incorporated and you have a thick batter.
In another bowl, beat eight ounces of room temperature cream cheese until smooth. Mix in a quarter cup of granulated sugar, one large egg, half a teaspoon of vanilla extract, and orange food coloring until you achieve your desired color.
Pour half of the brownie batter into your prepared baking dish and spread it evenly across the bottom. Next, dollop spoonfuls of the cheesecake mixture over the brownie layer before adding spoonfuls of remaining brownie batter on top; then use a knife or skewer to create swirls.