Preheat the oven to 375°. Prepare an 8x8 pan by lining it with parchment paper.
In a food processor, process the chocolate bunnies for about 1 minute until they are pulverized and the texture of sand. Pour in the melted butter and continue to pulse that until it is thoroughly mixed together and the consistency of wet sand. Place that in the oven and bake it for 8 minutes. Take it out and let it cool while you make the filling.
In the bowl of a stand mixer or in a large bowl with a hand mixer, beat the cream cheese and the sugar on high for 3-4 minutes until it is light and creamy. Add the egg and vanilla and continue to beat that for another minute. Pour the cream cheese filling into the prepared 8x8 pan.
Place the Nutella in a microwave safe bowl and microwave it for 1 minute to get it thinner and able to be easily spread.
When the Nutella is ready, take a spoonful and drop it on the cheesecake. Do that 4 or 5 times evenly throughout the cheesecake. When you feel there is enough Nutella, use a butter knife and swirl the cheesecake and the Nutella together. Place the pan in the oven and bake for 30 minutes. The cheesecake will expand and look puffy, but it will sink back once it is cooled. The cheesecake should look lightly browned and puffy when it is done, which takes about 30 minutes depending on your oven.
Let the cheesecake bars cool completely before you take them out of the pan. You can eat these as soon as they are cooled, but they are so good cooled in the refrigerator and them eaten chilled. Drizzle with more Nutella if you would like.