Preheat oven to 350°F (177°C). Line an 8-inch square baking pan with parchment paper or aluminum foil with enough overhang on the sides. Set aside.

Using a food processor or blender, grind the graham crackers into a fine crumb. Pour into a medium bowl and mix with melted butter and sugar. Press into the lined pan. Bake for 5 minutes. Allow to cool as you prepare the filling.

Beat cream cheese, egg, sugar, and vanilla extract together with a hand or stand mixer until smooth and creamy, about 3 full minutes. Spoon filling onto the crust. Drop large spoonfuls of Nutella on top of filling and swirl gently with a knife.

Bake for 30–35 minutes, or until the cheesecake has set up and the edges are lightly browned. The bars will be very puffy, but will sink slightly down as they cool. Allow to cool for 30 minutes at room temperature on a wire rack and then chill in the refrigerator for at least 3 hours. Lift the foil out of the pan and cut into squares.

Store bars in a covered container for up to 5 days in the refrigerator.