Preheat the oven to 350°F/180°C. Line an 8×8-inch baking pan with parchment paper.
Make the brownie batter: In a large mixing bowl, place melted butter, sugar and whisk until combined. Add the eggs, vanilla extract, and vinegar, and whisk until combined. Add red food coloring, until desired color is reached. Add flour, cocoa powder, salt and fold, using a rubber spatula, just until combined. Set aside 1/3 cup of the batter and pour the rest into the prepared pan. Smooth the top.
Make the cheesecake batter: Using a hand whisk, beat the cream cheese and sugar until smooth. Scrape the sides and bottom of the bowl as needed. Add egg and beat until combined. Dollop spoonfuls of the cheesecake mixture over the brownie batter.
Take the reserved 1/3 cup of brownie batter and spoon dollops over the batter. With a knife or a skewer, gently swirl the two batters together, to get a marble effect.
Bake for 25-30 minutes until the cheesecake filling is set, slightly puffed and a toothpick inserted into the center of the brownies comes out with moist crumbs (from the brownie batter), not dry. Let the brownies cool completely and then refrigerate for at least 2 hours until they are firm enough to cut. Once firm, lift them out of the pan using the parchment paper and cut into squares. The brownies taste even better the day after they're made.
Store brownies in the fridge in an airtight container for up to 5 days.