Preheat the oven to 350ºF and line an 8-inch baking dish with parchment paper. Make sure to leave extra overhang on both sides so that you can easily lift the treats from of the pan when they're done.
In the bowl of a stand mixer fitted with a paddle attachment, mix the cake mix, butter, and egg until fully incorporated. Spread mixture into the bottom of the prepared pan. Top with the Red Velvet Oreos, pushing down slightly.
In the same mixer, combine the cream cheese, egg, and vanilla, and mix on high for about 1-2 minutes. Gradually add the powdered sugar, 1/2 cup at a time, and mix until smooth and creamy. Pour mixture over the Oreos and smooth into an even layer.
Bake for 35-40 minutes, or until the top is golden and the center is just about set. It will looked puffed up when you take it out of the oven, but will slowly sink as it cools. Cool completely, then spread Nutella on top.
Red Velvet Rice Krispies Treats: Melt butter in a saucepan over medium heat. Once melted, reduce the heat to low and add the cake mix along with 3 and 1/2 cups of the marshmallows. Stir until almost melted. (Mixture should still be lumpy.)
Remove saucepan from the heat, then fold in the cereal and remaining 1 cup of marshmallows until cereal is evenly coated. Dump rice krispies treats into the pan, spreading into an even (very lightly compacted) layer. Allow to cool completely before cutting into squares and serving.
*You won't quite use an entire box of red velvet cake mix.