Pour hot melted butter over the chocolate in a pyrex bowl and stir until the mixture is completely smooth. You can also add room temperature butter and chocolate to a bowl and microwave in 30 second bursts until smooth.
Whisk the eggs and sugars together until the mixture is thoroughly mixed together and becomes light.
Add the (cooled) chocolate/butter mix to the eggs and sugar and stir to make a glossy batter.
Use a sieve to sift in the flour and cocoa powder. Add the nuts and pour into two 23cm/9inch square parchment lined baking tins. Bake for 20 minutes (or until the edges look cooked but the middle has a slight wobble).
When cooled completely, whisk together the cream cheese, mascarpone, sugar and vanilla. Spread this layer between the two cooled brownies and leave to set in the fridge.