Individual Chocolate Swirl Cheesecakes - Courtesy of Anna Olson - Bake With Anna Olson - These individual desserts are filled with a creamy, mascarpone filling and only the crust needs to be baked in the oven. The crust bakes into a crunchy, cookie-like crust. For a more traditional crust, you can use a graham cracker crust recipe, as in a New York Cheesecake.