Preheat oven to 350 F. In a mixing bowl, whisk together the egg, coconut oil, and water.
Fold in the King Arthur Gluten free Ultimate Fudge Brownie Mix until no flour clumps remain. The batter will be thick.
Reserve ½ cup of the brownie batter in a separate bowl and pour the rest of the batter into an 8 X 8 square baking pan lined with parchment paper. Set aside.
For the pumpkin cheesecake swirl, whisk together the cream cheese, coconut sugar, egg yolk, pumpkin puree, vanilla, and pumpkin spice until smooth and creamy. You can do this with a stiff whisk or a hand mixer.
Spread the pumpkin mixture over top of the brownie batter in the pan. Spoon dollops of the reserved brownie batter on top and swirl it into the pumpkin with a toothpick or sharp knife. Don't stick the toothpick in too deep, keep it at surface level and gently swirl the brownie batter into the pumpkin.
Bake in the oven for 35 - 40 minutes. Insert a toothpick into the center of the brownies to make sure they are done. If the toothpick comes out clean they are done baking. Let cool before slicing into squares and enjoy!