Make the cheesecake layer. Preheat the oven to 350 degrees F. Line a 9x13-inch baking pan with foil, leaving a 2-inch overhang on the short sides; coat the foil with cooking spray. Beat the cream cheese, sugar and egg in a medium bowl with a mixer on medium speed until smooth and fluffy, 2 to 3 minutes. Transfer ⅓cup of the batter to a small bowl and stir in the cocoa powder and red food coloring until smooth; stir in the buttermilk. Set aside the two batters.
Make the brownie layer. Melt the butter in a medium saucepan over medium heat. Remove from the heat and let cool slightly. Stir in the sugar, eggs and vanilla until well combined. Stir in the flour, cocoa powder, salt and baking powder until smooth.
Spread the brownie batter in the prepared pan. Top with small spoonfuls of the plain cheesecake batter so most of the brownie is covered. Spoon the red cheesecake batter on top; gently swirl the cheesecake batters together with a skewer.
Bake until a toothpick inserted into the center of the brownies comes out clean, 35 to 40 minutes. Transfer to a rack and let cool completely in the pan. Lift the bars out of the pan using the foil overhang; discard the foil. Cut into squares.
Notes
Make sure your cream cheese is at room temperature to avoid lumps in the cheesecake layer.
Melt the butter and allow it to cool slightly before mixing with the sugar and eggs to prevent scrambling the eggs.
Use a gentle touch when swirling the white and red velvet cheesecake filling over the brownie batter. You want to marble the colors but still leave them distinct.
Check for doneness by inserting a toothpick into the center—it should come out with moist crumbs, not wet batter, for a fudgy brownie.
Let the brownies cool completely in the pan before slicing to allow the layers to set properly.
For neat slices, refrigerate the brownies for about 30 minutes before cutting. Run a sharp knife under hot water and cut with a smooth downward motion (not a sawing motion). Wipe the blade with a wet cloth or paper towel between cuts for clean, precise slices.
Store the red velvet cheesecake brownies in the refrigerator, covered, for up to three days.