Mix brownie mix with egg, water and oil as directed on package instructions.
Line an 8-inch square pan with foil and lightly grease the foil with cooking spray. Reserve 1/2 cup of the brownie batter and set aside. Pour the remaining brownie batter into the prepared pan.
To make the cheesecake layer, beat the cream cheese and sugar with an electric mixer until smooth.
Add the egg, orange zest and flour and mix until smooth.
Spread the cream cheese mixture evenly over the brownie batter.
Drop the remaining 1/2 cup brownie batter by the tablespoon on the top of the cheesecake layer. Swirl with a knife to create marbling.
Bake at 325 for about 45 minutes. Let cool completely in pan on a wire rack.
Cover and refrigerate until completely chilled, about 3-4 hours.
To serve, lift the foil out of the pan and then cut into squares. Enjoy!