Preheat oven to 350. Line 6 muffin cups with paper or foil liners.
Blend cream cheese and ricotta in a food processor until creamy. Add sugar substitute, egg, egg yolk, and vanilla; process until smooth.
Divide 1 cup of the batter amoung the muffin cups. Add cocoa powder to the remaining batter and combine. Drop a heaping tablespoon of the cocoa batter into each muffin cup and gently fold to form a swirl.
Place the muffin tin in a large roasting pan and carefully fill the pan with warm water to reach halfway up the tin. Bake 18 - 20 minutes until the cakes are puffed and set.
Remove the muffin tin from the water and cool at room temperature. Refrigerate until chilled, about 2 hours.