Heat oven to 350 degrees and prepare a 9 x 3 inch round cake pan or 9 x 13 dish. Combine the cake mix, 1 egg, and 1 stick melted butter and stir until well blended. Pat the mixture into prepared pan and set aside. In a stand mixer on medium speed, beat the cream cheese until smooth. Add the remaining 2 eggs and the cocoa powder. Lower the speed of the mixer and add the powdered sugar. Slowly add the remaining 1 stick of melted butter. Add vanilla and continue the beat the mixture until smooth. Pour filling over cake mixture in pan. Bake for 40 to 50 minutes. (Check at 30 minutes with 9x13.) Be careful not to overcook the cake; the center should still be a little gooey when finished baking. Let cake partially cool on a wire rack before cutting into pieces.
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