1. Prepare the Crust:

1. Line an 8×8 or 9×9 inch square baking pan with parchment paper, leaving an overhang on two sides for easy removal.
2. In a medium bowl, mix the chocolate cookie crumbs with the melted butter until combined. Press the mixture firmly and evenly into the bottom of the prepared pan. Place in the refrigerator to set while you make the filling.
3. In a large bowl, using a hand mixer or stand mixer, beat the softened cream cheese, powdered sugar, and vanilla extract on medium-high speed until completely smooth and creamy, about 2-3 minutes.
4. In a separate large bowl, whip the cold heavy cream until stiff peaks form. Gently fold the whipped cream into the cream cheese mixture until no white streaks remain.
5. Scoop out about 1/3 of the cheesecake filling into a separate bowl. Add 3/4 cup of Nutella to this portion and fold until fully combined and marbled.
6. Spread the plain cheesecake filling over the prepared crust. Drop spoonfuls of the Nutella cheesecake mixture over the top. Use a knife or skewer to gently swirl the two layers together.
7. Drizzle the remaining 1/4 cup of Nutella over the top. Cover the pan with plastic wrap and refrigerate for at least 6 hours, or preferably overnight, until completely set. Cut into bars and serve.