Place rack in bottom third of oven; preheat to 325ºF. Line an 8-inch square baking pan with heavy-duty foil, leaving a 1-inch overhang on all sides. Make brownie batter: Combine butter and chocolate in a large bowl; set over a pan of simmering water (do not let water boil or bowl touch water). Cook, stirring occasionally, until melted and smooth. Remove bowl; let cool. Beat sugar, vanilla, baking powder and salt into chocolate mixture. Beat in eggs, one at a time, until well mixed. (Don't worry if mixture looks curdled.) Add flour and mix until smooth.
Make cheesecake layer: In a bowl, beat cream cheese and sugar with an electric mixer on medium-high speed until smooth. Beat in egg, zest and flour until smooth.
Pour all but 1/2 cup of brownie batter into prepared pan; spread evenly. Spread cream cheese mixture evenly over brownie batter. Drop remaining brownie batter in dollops on top and swirl with a knife to create marbling. Bake until still slightly wet in center, about 45 minutes. Let cool completely in pan on a wire rack. Cover and refrigerate until completely chilled, at least 3 hours. Grasp overhanging foil and lift brownies out of pan. Peel off foil, cut into 16 squares and serve.