Preheat oven to 325ºF. Prepare brownies according to package instructions. Pour batter into a greased 8-inch square baking dish, and bake in the oven for 40-50 minutes, or until a tooth pick inserted in the center comes out clean. Cool completely.
Place the white chocolate and 1/4 cup of the heavy cream into a medium microwave-safe bowl, and heat in the microwave for 30 seconds. Remove, stir, then return to the microwave for 15 seconds. Remove and stir until smooth. If still, lumpy keep heating the chocolate at 10-second increments until completely smooth. Allow to cool slightly.
In the chilled bowl of a stand mixer fitted with the whisk attachment, whip the remaining 2 cups of heavy cream until soft peaks form. Add the vanilla and 2/3 cup of the powdered sugar, and continue beating until stiff peaks form. Transfer whipped cream to another bowl and place in the refrigerator.
Return the bowl to the mixer, and beat the cream cheese and remaining 1/3 cup powdered sugar together until smooth. Add the slightly cooled melted white chocolate and continue beating until completely incorporated. Fold in 2 cups of the whipped cream.
Transfer white chocolate cheesecake filling to a large pastry bag fitted with a large tip (star or round).
Make the chocolate whipped cream by adding the cocoa powder to the remaining whipped cream, and whipping until light and fluffy.
To assemble, cut the brownies into small bite-sized cubes. Place a layer of brownie cubes into the bottom of 5 parfait glasses. Pipe a layer of white chocolate cheesecake filling on top. Repeat this layering process once more. Top each parfait with a swirl of the chocolate whipped cream and sprinkle chocolate curls on top.
Refrigerate parfaits until ready to serve. Parfaits can be made up to 3 days in advance.