Preheat oven to 350 degrees Fahrenheit.

Grease a 9x9 inch pan and set aside.

In a large bowl, cream the butter and brown sugar; beat in the egg and the vanilla extract.

In another bowl, combine flour and baking soda; blend into the creamed mixture.

Stir in the M&Ms and set aside.

In a separate bowl, beat together the cream cheese, sugar and egg yolk until smooth; stir in cocoa powder until well-blended.

Place the chocolate-cheese mixture in little mounds, covering the entire pan.

Place the reserved dough around the cheese mixture and swirl the two mixtures slightly with a fork.

Pat down the mixture and sprinkle with remaining M&Ms.

Bake 25-30 minutes or until a toothpick inserted into the center of the bars comes out clean.

Cool completely and cut into bars.

Store in refrigerator in covered container.