Melt chocolate in a small bowl and set aside.
In the bowl of an electric mixer, blend cream cheese until very smooth. Add sugar and continue to blend until fully incorporated. Add egg and vanilla, and continue to beat, scraping down the sides of the bowl as needed. Add melted chocolate, and blend. While blending, add Kahlua. Beat an additional 30 seconds or so.
Reduce the oven temperature to 250*F.
Open a large ziplock bag and place it in a large glass, pulling the sides of the bag down over the glass. Add the cheesecake filling to the bag, then close the bag. Snip off one corner of the bag, and fill each well of the cheesecake pan a bit more than 3/4 full with filling. If there is a bit of extra filling, you can bake it in a small ramekin for a little "tester"
Place cheesecake pan in the 250*F oven and bake cheesecakes until the filling is set, 22-25 minutes. Place the pan on a wire cooling rack and allow to cool to room temperature, then place entire pan in the refrigerator about 4 hours before removing cheesecakes from the pan.
Once cool, carefully remove the cheesecakes from the pan (pressing up on the removable bottom of each well). Keep the cheesecakes in the fridge until ready to serve. Garnish with whipped cream, a chocolate covered espresso bean and a sprinkle of cinnamon or cocoa powder.