Preheat the oven to 350℉. Spray a 5x9-inch loaf pan with nonstick spray.
Make the pumpkin batter: In a large bowl, whisk together the eggs, sugar and oil. In a separate bowl, whisk together the flour, baking soda, baking powder, spices and salt. Add the dry ingredients to the wet. Whisk together. Then whisk in the pumpkin and water.
Make the filling: In a medium bowl, use an electric mixer to combine the egg and cream cheese. Mix in the flour. Then mix in the Nutella.
Pour half of the pumpkin batter into the pan. Spoon most of the filling onto the pumpkin batter. Pour the rest of the pumpkin batter on top. Spoon the rest of the filling on the very top. Use a knife to swirl everything together.
Bake 60 to 75 minutes, or until a knife inserted into the middle of the loaf comes out clean. Cover the loaf with foil if it appears to be browning too quickly.
If you do not have pumpkin pie spice, you can use 1 teaspoon cinnamon, ½ teaspoon nutmeg, ½ teaspoon cloves and ½ teaspoon allspice.