Spray a 9-inch square baking pan with cooking spray. Preheat the oven to 350 degrees.

In an electric mixer, preferably fitted with the whisk attachment, beat the oil and sugar on high speed until fully combined, about 1 minute. Add the eggs, one at a time, mixing well after each addition. Beat in the vanilla extract.

In a medium mixing bowl, combine the flour, cocoa powder, espresso powder, baking powder, and salt. Whisk until fully combined and no lumps. Add to the mixing bowl and mix on low until fully combined. Stir with a spatula a few times to make sure the mixture is fully combined. Pour the batter into the prepared baking dish.

In a clean mixing bowl, beat the cream cheese until smooth. Add the sugar, egg, and vanilla and beat until fully combined. Dollop large spoonfuls on top of the brownie layer. Swirl the two layers together lightly with a dinner knife.

Bake for 30 minutes. Let cool completely, then cut into squares.