Preheat oven to 350 F degrees.
Line an 8x8 baking pan with parchment paper, leaving long flaps overlapping on each side. Spray the parchment paper with cooking spray.
Add brown sugar and cream cheese to the bowl of your mixer and mix on medium until smooth, about 3 to 5 minutes. Add heavy cream and mix for another 2 minutes until well incorporated. Add peanut butter, egg yolks and vanilla extract and mix on low for another minute or until batter is smooth. Do not overbeat because it might cause the cheesecake to crack.
Pour cheesecake batter in prepared baking pan and smooth out the top.
Bake cheesecake at 350 for 15 minutes. Open door to let out some of the heat for about 30 seconds and turn down oven to 200 F degrees and bake for an additional 45 minutes. Turn off the oven and let the cheesecake cool in the oven for 45 minutes.
Remove the pan from the oven, cover with plastic wrap and refrigerate for at least 8 hours or overnight.
Next day cut the cheesecake into 1 inch cubes. Stick a wooden cocktail stick 3/4 way into each cube, then freeze for one hour.
Meanwhile, add chocolate chips and shortening to a medium heatproof bowl. Fill a saucepan with about an inch of water and bring to a slow simmer. Set the bowl over the saucepan and stir occasionally with a spatula until chocolate melt and is smooth. It should only take a couple minutes. Alternatively, you could put the chocolate and shortening in a microwave-safe bowl and melt it at 50% power for a minute, then stir it well, then microwave it for another minute.
Prepare a baking sheet with parchment or wax paper.
Dip each cube into the chocolate and place it to stand on the parchment paper. Refrigerate for 30 minutes until chocolate sets then serve cold.