Preheat the oven to 325°F (170°C). Butter an 8" × 8" (20 x 20 cm) baking dish and line it with parchment paper, ensuring the parchment is well pressed into the corners. Set aside.: The moment you open the oven and feel the warm, dry air sweep out you know baking has begun, and that steady 325°F warmth is perfect for gentle, even baking. Buttering the pan and pressing parchment into the corners creates a slick release surface, which makes lifting the whole block out later simple and clean. I use my fingers to smooth the parchment into each corner so the crust can be pressed tightly without gaps. A common pitfall is skipping the parchment, which can cause sticking, and make the bars tear when removed.
In a food processor, pulse the Oreos until they turn into crumbs. Add the melted butter and pulse until the mixture is moistened. Press the Oreo mixture evenly into the bottom of the baking dish. Bake the crust until set, about 12 minutes. Set aside to cool.: When you pulse the Oreo cookies, they transform from whole cookies into a fine, coffee brown dust that smells faintly of chocolate. Adding the warm, melted butter brings out a toasty aroma and binds the crumbs into a moldable mass. Pressing the mixture firmly into the pan produces a compact crust that crackles slightly at the edges when baked. After 12 minutes the crust should feel set to the touch and give off a deeper chocolate scent, which signals readiness. Avoid under-pressing the crumbs, which leads to a loose base that will crumble when cut.
Clean the food processor, then add the cream cheese, eggs, sugar, 1/4 cup of heavy cream, and vanilla. Pulse until smooth. Transfer 2/3 of the cream cheese mixture to a bowl and set aside.: As you blend the softened cream cheese with the eggs and sugar , a glossy pale batter forms, carrying a sweet, tangy aroma. The folding in of the heavy cream lightens the mouthfeel and helps the cheesecake achieve a velvety finish. Removing two thirds of this mixture ensures you have separate plain and Nutella layers, which makes for a neat, layered appearance. If the batter still shows lumps, pause and scrape the bowl, then pulse again gently. Overmixing here can add too much air and lead to cracking during baking.
Add Nutella and 1 tablespoon of heavy cream to the remaining 1/3 of the cream cheese mixture in the processor. Pulse until smooth.: The Nutella folded into the reserved batter melts into a shiny, mahogany swirl with a heady hazelnut perfume, especially after a few pulses. The tablespoon of heavy cream loosens the mixture to a spreadable consistency, so it lays atop the plain layer without tugging. The sound is almost silent, but visually you can see the Nutella become fully incorporated and glossy. A frequent error is trying to stir cold Nutella directly, which can clump; warming it briefly and then pulsing ensures even blending.
To assemble, spread the plain cheesecake mixture over the cooled Oreo crust, taking care not to disturb the crust. Then, pour the Nutella cheesecake layer on top of the plain cheesecake layer and spread it evenly.: Spreading the plain batter creates a creamy canvas, and you should feel a subtle resistance as the filling levels out into an even sheet. Pouring the darker Nutella layer over it creates an inviting contrast, like a marbled cheesecake in the making. Use a spatula to coax each layer smooth, moving with gentle, confident strokes so the crust does not break apart. If you get impatient and push too hard while smoothing, you might disturb the crust and create gaps, which affects presentation.
Bake on the center rack of the oven for about 35 minutes, or until the center jiggles slightly. Remove from the oven and cool completely on a cooling rack. Refrigerate for at least 3 hours.: During baking the edges will puff slightly and develop a faint golden hue, while the center will still exhibit a slight wobble when nudged, which is the hallmark of a perfectly baked cheesecake texture. The scent will deepen into a rich, baked dairy aroma dotted by chocolate haze. Cooling on a rack prevents residual heat from overcooking the interior, and the extended chill in the refrigerator helps the structure firm up for clean slicing. A common oversight is slicing too soon; cutting before the bars have chilled results in messy squares and a softer mouthfeel.
When ready to serve, lift the bars out of the pan using the parchment paper (it should release easily). Cut into 16 squares and serve.: Lifting the parchment reveals the layered block, and the first cut should show a crisp contrast between the dark crumb and the pale and chocolate layers above. Use a sharp knife warmed under hot water then dried for a cleaner slice, and you will hear a satisfying, gentle crumble as each square separates. The texture is silky on the tongue, with the crunch of the Oreo base balancing the creamy layers. Avoid using a dull knife, which drags and creates ragged edges instead of neat servings.