Pre-heat oven to 350 degrees and line a 8- or 9-inch baking dish with foil; butter the lining. Using an 8-inch pan will result in a thicker brownie (as pictured).
Melt stick of butter and chocolate in a heatproof bowl over a pan of simmering water (or in a double broiler) until the mixture is nice and smooth.
In a separate medium bowl, whisk together the flour, cayenne, salt, and baking powder.
In the bowl of a stand mixer or in a large bowl with a hand mixer, beat together sugar, eggs, and vanilla until fluffy, about 3-5 minutes. Then mix in the flour mixture until just combined, taking care not to over-mix.
Divide the batter in ½ into two medium bowls. Stir the melted chocolate mixture into one bowl. And stir pumpkin, oil, cinnamon, and nutmeg into the other bowl.
Pour half of the chocolate mixture into the lined baking dish and spread using the back of a spoon or rubber spatula. Then pour half of the pumpkin mixture. Repeat layering.
Using a butter knife, gently run swirls through the batter.
Bake 40-45 minutes, until an inserted toothpick comes out clean. Let cool in the pan on a wire rack before slicing.