To make the crust: Preheat the oven to 350°F. Tightly wrap the outside of a 10" x 3" springform pan with three layers of heavy-duty foil. Note: you can use a 9" pan, but it has to be at least 3" tall; even then, you'll find the cheesecake comes perilously close to spilling over., Grease the sides of the pan. To ensure stick-free removal, line with parchment, and grease the parchment., Finely grind the chocolate cookies, pecans, and sugar in a food processor. Add the melted butter and process until moist crumbs form., Press the mixture onto the bottom of the prepared pan. Bake the crust until it's set and beginning to smell chocolate-y, 10 to 12 minutes. Remove it from the oven, and let it cool. Lower the oven temperature to 325°F., To make the filling: Melt the chocolates gently, in a microwave or double boiler. Cool slightly., In a large bowl or the bowl of a stand mixer, beat the cream cheese, mascarpone cheese, and sugar until smooth, occasionally scraping down the sides of the bowl with a flexible spatula. Beat in the cooled melted chocolate and vanilla., Add the eggs and egg yolk one at a time, beating just until blended after each addition., Pour the cheese mixture over the crust in the pan., Place the pan in a large roasting pan. Place enough hot water in the roasting pan to come halfway up the sides of the springform pan., Bake until the center of the cheesecake moves slightly when the pan is gently shaken, about 65 minutes (the cake will become firm as it cools). To prevent cracking, leave it in the turned-off oven with the door ajar for 30 minutes., Transfer the cake to a rack; cool for 1 hour. Cover with plastic wrap and refrigerate until the cheesecake is completely chilled, at least 8 hours or overnight. Remove from the pan and serve.