While the shortbread crust is baking, using a mixer, combine the cream cheese, vanilla, sugar, egg and w tablespoons of Nutella until very well incorporated.
Place the remaining Nutella in a microwave-safe dish and heat in 15 second intervals, stirring each time, until the Nutella has thinned out to easily swirl on top of the cheesecake mixture.
Remove the pan from the oven and pour the cream cheese filling over the crust, using a spatula to spread evenly. Drizzle the warm Nutella on top of the cream cheese filling and swirl using a knife or spoon, but don't go deep and get into the crust portion.
Bake for an additional 15-20 minutes or until the filling is set.
Cool for 30 minutes and then transfer to the fridge for 30 more minutes.
Slice into 16 bars and serve. Keep stored in the refrigerator.