In a medium saucepan, melt and stir butter and bittersweet chocolate over low heat until smooth. Remove from heat; cool.
Preheat oven to 350 degrees F. Line a 9x9x2-inch baking pan with foil, extending the foil over the edges of the pan. Grease foil; set aside.
Stir the sugar into the cooled chocolate mixture in saucepan. Add the eggs, one at a time, beating with a wooden spoon just until combined. Stir in vanilla.
In a small bowl, stir together the flour, baking soda, and salt. Add flour mixture to chocolate mixture, stirring just until combined. Stir in orange peel and orange juice. Spread 1-1/2 cups of the batter evenly in the prepared pan.
Drizzle the Cheesecake Filling over the brownie batter; spread evenly to cover the brownie layer. Top with spoonfuls of the remaining brownie batter. With a thin metal spatula, gently swirl into filling.
Bake in the preheated oven about 40 minutes or until set. Cool in pan on a wire rack. Using edges of the foil, lift the uncut brownies out of the pan. Cut into bars. Chill within 2 hours. Makes 24 brownies.
Place bars in a single layer in an airtight container; cover. Store in the refrigerator for up to 3 days or freeze for up to 3 months.
In a medium bowl, beat cream cheese with an electric mixer on medium to high speed for 30 seconds. Beat in sugar, egg yolk, orange juice or milk, and vanilla until well combined.