Preheat oven to 350 degrees F and line a 9 x 9 baking dish with parchment paper.
Add butter and semisweet chocolate to a saucepan and heat over low heat, stirring constantly, until melted and smooth. Remove from heat and stir in the sugar and vanilla. Add the eggs one at a time, stirring after each addition.
Add the flour, cocoa powder, salt, and baking powder, and mix until just combined. Pour the brownie batter into the prepared pan and bake for 10 minutes.
While the brownie batter is baking, make the cheesecake mixture by beating the cream cheese with the sugar and flour until well blended.
Add the egg, heavy cream, sour cream, and vanilla, and mix until well combined. Add the nutella and mix until smooth.
After the brownie batter has baked for 10 minutes, remove it from the oven and pour the cheesecake mixture over the top of the brownie batter, spreading evenly.
Heat the 3 tablespoons of Nutella in the microwave until warmed (about 30 seconds). Drizzle the Nutella over the top of the cheesecake mixture, and use a toothpick to swirl it throughout the batter.
Bake 35-40 minutes, until the cheesecake is set and only jiggles slightly when the pan is shaken gently. Let cool completely before slicing and serving.