Preheat your oven to 350°F (175°C) and line a 9x9 inch baking pan with parchment paper.

In a large bowl, whisk together the melted butter and sugar. Add the eggs and vanilla, beating until smooth.

Fold in the flour and cocoa powder until just combined, then pour the brownie batter into the prepared pan.

In a separate medium bowl, beat the cream cheese, sugar, egg yolk, and orange food coloring until smooth and vibrant.

Drop spoonfuls of the orange cream cheese mixture over the brownie batter and use a knife to swirl it through, creating a marbled effect.

Bake for 30-35 minutes, or until the edges are set and a toothpick inserted into the center comes out with a few moist crumbs.

Allow the brownies to cool completely in the pan before slicing into squares.