Heat oven to 350 and grease 13"x9" pan.
In large bowl, mix together one egg, one stick melted butter, and cake mix. Stir until well blended.
Pat mixture into prepared pan (batter will be thick.)
Beat cream cheese until smooth using mixer.
Add in additional 2 eggs and cocoa powder and mix well, then add in powdered sugar.
Mix until all ingredients are well mixed together.
Slowly add in additional 1 stick melted butter and vanilla, continuing to beat until mixture is smooth.
Add in nuts if desired (I didn't use them.)
Spread filling over cake mixture in pan.
Bake 40-50 minutes, being careful not to overcook the cake (the middle will still be a little bit gooey after finished baking.)
Let cool on wire rack and enjoy!