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Coat a 9- by 13-inch nonstick baking pan with cooking spray or softened butter and set aside. (If you do not have a nonstick pan, line a regular one with buttered foil or parchment paper.)
In a medium bowl, combine the ricotta, egg, amaretto, sugar, cornstarch, and vanilla and whisk together thoroughly. Set aside.
Prepare the brownie mix according to the package directions. Spread the brownie batter evenly in the prepared pan. Randomly drop dollops of the ricotta mixture over the batter. Run a plastic knife through the ricotta mixture to give the brownies a marbled look. (A plastic knife is less likely to scratch your pan's nonstick surface.)
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
Put the pan with the brownie mixture directly on the grill grate and bake, about 25 to 30 minutes. Insert a bamboo skewer or toothpick in the center of the brownies to determine if they are done: the batter should not be wet.
Transfer the brownies to a wire cooling rack to cool completely. Cut into squares.