Preheat your oven to 350°F (175°C). Grease and line a small baking dish (about 8x8 inches or a similar size) with parchment paper.
In a small saucepan, melt the butter over low heat. Once melted, remove from heat and stir in the sugar until well combined.
Add the eggs one at a time, mixing well after each addition. Stir in the vanilla extract.
In a separate bowl, sift together the cocoa powder, flour, and salt. Gradually add this dry mixture to the wet ingredients, stirring until just combined. Be careful not to overmix.
Pour the brownie batter into the prepared baking dish, spreading it evenly.
In another bowl, beat together the softened cream cheese, sugar, vanilla extract, and egg yolk until smooth.
Drop spoonfuls of the cream cheese mixture onto the brownie batter. Use a knife or toothpick to create swirls by gently dragging it through the batter.
Bake in the preheated oven for about 25-30 minutes or until a toothpick inserted into the center comes out with moist crumbs but not wet batter.
Allow the brownies to cool in the pan for about 15 minutes, then transfer to a wire rack to cool completely before slicing into squares.