Preheat the oven to 325° F. Spray the bottoms and sides of a 9-inch x 13-inch baking dish with nonstick spray.
In a large bowl, whisk together the flour, cocoa powder, instant espresso and salt. Set aside.
Mix together the melted butter, granulated sugar and brown sugar. Mix in 3 teaspoons of the vanilla extract. Add in 4 of the eggs, mixing after each egg is added.
With the mixer running on low, slowly add in the dry mixture. Once the dry ingredients are mixed in, increase the speed to medium and beat the mixture for 2 minutes.
Make the cream cheese layer:
Place the remaining teaspoon of vanilla, the remaining egg, the softened cream cheese, confectioner's sugar and cayenne pepper into a separate medium-sized bowl. Beat the ingredients together until they're smooth.
Assemble the brownies:
Pour half of the chocolate batter into the prepared baking pan and spread it to cover the bottom of the pan.
Spoon all of the cream cheese mixture over the brownie batter in an even layer.
Top this layer with the rest of the chocolate batter. Pull a rubber spatula through the layers to create swirls of cream cheese batter in the chocolate.
Place the pan in the oven and bake for 40-45 minutes. It should be baked through with the center just set - a tester inserted into the center should come out with a few crumbs.
Place the pan on a cooling rack and let the brownies cool for about 30 minutes before slicing.
Slice the brownies and enjoy. They can be stored tightly wrapped for up to three days. Makes 24 brownies.