Microwave unsweetened chocolate baking squares, semi-sweet chocolate baking squares and ¼ cup butter in 1 quart glass bowl on high for 2 minutes or until melted, stirring once. Set aside and let cool.
Beat cream cheese and 1/4 cup butter at medium speed with an electric mixer until creamy; gradually add 1/2 cup sugar, beating well. Add 2 eggs, one at a time, beating until blended. Stir in 1 tsp. vanilla and saffron. Fold in 2 Tbsp. flour and set aside.
Beat remaining eggs in a large bowl at medium speed.
Gradually add remaining 1/2 cup sugar, beating well.
Add melted chocolate mixture and 2 tsp. vanilla; beat mixture until well blended. Fold in pecans (if desired).
Combine remaining cup flour, baking powder, and salt; fold into chocolate batter until blended.
Reserve 3 cups chocolate batter; spread remaining batter evenly in a greased 9 x 13-inch pan. Pour saffron cream cheese mixture over batter and spread evenly. Top with reserved 3 cups chocolate batter; swirl mixture with a knife.
Bake for 40-45 minutes. Cool and cut brownies into squares.