1Heat oven to 350°F (325°F for dark or nonstick pan). Grease bottom only of 13x9-inch pan with shortening or cooking spray. In medium bowl, beat cream cheese and sugar with electric mixer on low speed until smooth. Add egg, vanilla and food colors; beat until well blended. Set aside.
2Make brownie batter as directed on box. Spread 3/4 of brownie batter in pan. Spoon filling by tablespoonfuls evenly onto brownie batter. Spoon remaining brownie batter over filling. For marbled design, pull knife through batter and filling several times in wide curves.
3Bake 33 to 37 minutes or until toothpick inserted 1 inch from side of pan comes out almost clean. Cool completely at room temperature, about 1 1/2 hours. Refrigerate at least 1 hour until chilled. For brownies, cut with plastic knife into 6 rows by 4 rows. Store covered in refrigerator.