Place a rack in middle of oven; preheat to 325°F. Lightly coat a 9x9" pan, preferably metal, with nonstick spray. Line with parchment paper, leaving overhang on all sides. Lightly coat parchment with nonstick spray. Place cream cheese in a medium heatproof bowl set over a medium saucepan of barely simmering water (do not let bowl touch water). Heat cream cheese, stirring occasionally, until very soft, about 5 minutes. Remove bowl from heat (leave water simmering). Using a heatproof rubber spatula or wooden spoon, smash and mix cream cheese until smooth. Add 1 egg, ⅓ cup (66 g) sugar, ½ tsp. vanilla, and ¼ tsp. salt and whisk until very smooth. Transfer about half of cream cheese mixture to a small bowl and whisk in 1½ tsp. cocoa powder.
Place butter in another medium heatproof bowl. Add espresso powder (if using) and remaining 1 cup (200 g) sugar, ¾ cup plus 2 Tbsp. cocoa powder, and ½ tsp. salt. Place bowl over saucepan of still simmering water and cook, stirring occasionally once the butter starts to melt, until mixture is homogeneous and too hot to leave your finger in, 7–9 minutes. Let cool 5 minutes.
Add remaining 2 eggs and remaining ½ tsp. vanilla to butter mixture one at a time, whisking vigorously after each addition until smooth and glossy. Add flour and mix with spatula or spoon until no longer visible, then vigorously mix another 30 strokes. Scoop out ½ cup brownie batter and set aside. Scrape remaining batter into prepared pan and spread into an even layer.
Working quickly, alternate dollops of cocoa–cream cheese mixture and cream cheese mixture over batter. Dollop reserved batter on top (it will be quite thick). Don’t worry if your design looks random and spotted.
Bake brownies until center is set and no longer looks wet, 22–25 minutes. Transfer pan to a wire rack and let cool. Using parchment paper overhang, lift brownies out of pan and transfer to a cutting board. Remove parchment paper and cut into sixteen 2¼" squares, wiping knife clean between slices.
