First, mix the brownie mix with egg, vegetable oil, and water until smooth. Pour into a greased springform pan and bake at 350°F for 35 minutes. Immediately sprinkle with chocolate and peanut butter chips, then let it cool completely.
Beat cream cheese until smooth, then add sugar and vanilla extract. Mix in eggs one at a time on low speed, followed by peanut butter and heavy cream until fully combined. Make sure not to overmix, or the cheesecake could crack.
Fold in quartered mini peanut butter cups for a surprise bite of chocolate and peanut butter in every slice. Spoon the filling over the cooled brownie crust.
Wrap the pan tightly in foil and place in a roasting pan with 1 inch of hot water. Bake at 325°F for 1 hour. Allow the cheesecake to cool and chill in the fridge for at least 4 hours before serving.