Preheat oven to 350 degrees F. Line an 8-inch square baking dish with aluminum foil and spray lightly with non-stick cooking spray; set aside.
Make the Crust: In a medium bowl, stir together the graham cracker crumbs, sugar and espresso powder. Drizzle the melted butter evenly over the mixture and use a fork to stir until all of the crumbs are evenly moistened. Turn the crust into the prepared pan and press into an even layer. Bake for 10 minutes; the crust should be light brown and fragrant. Remove from the oven and place on a wire rack to cool for 10 minutes.
Make the Filling: In a small bowl, stir together the espresso powder, heavy cream and vanilla extract until smooth and the espresso powder is dissolved, set aside.
In a large bowl, beat the cream cheese on medium speed until soft, about 2 minutes. Add the sugar and beat until light and fluffy, an additional 2 to 3 minutes. Add the espresso mixture and beat to combine, then add the egg and beat until everything has been thoroughly combined.
Spread the filling over the prepared crust and bake until the filling appears set, 25 to 30 minutes. Remove from the oven and allow to cool to room temperature, then refrigerate until completely chilled, at least 2 hours. Cut into bars and serve with whipped cream. Leftovers can be stored, covered, in the refrigerator for up to 3 days.