Prepare the brownie batter according to the package directions using ¼ cup water, ⅓ cup vegetable oil, and 1 egg. Reserve ¼ cup of the prepared brownie batter for swirling. Pour the remaining batter into the prepared pan.

In a separate bowl, beat the softened cream cheese, sugar, egg, and vanilla extract until smooth. Add a few drops of orange food coloring and mix until you reach your desired shade of orange.

Spoon the orange cheesecake mixture over the brownie batter and gently spread it into an even layer. Drop small spoonfuls of the reserved brownie batter over the top. Use a toothpick or knife to gently swirl the brownie batter through the cheesecake layer.

Bake the 9x9-inch pan at 350°F for 40–45 minutes, or until the brownies are set. Let them cool completely before slicing. For cleaner cuts, try using a plastic knife.