Preheat oven to 325 degrees F. Line TWO 9x9 baking pans with parchment paper. Spray each with cooking spray.
Combine brownie mix, egg, vegetable oil and water in a mixing bowl and stir until combined. Divide evenly among each pan. Bake for 20-25 minutes, or until brownies are set and cooked through.
Let brownies cool for about 20 minutes, then place brownies (still in pan) in freezer for about another 20 minutes.
Remove brownies from freezer. Take one pan of brownies and top it evenly with ice cream, spreading and smoothing with a knife or spoon. Remove the other brownie from the pan and parchment paper and place on top of ice cream (the bottom of the brownie should meet the top of the ice cream, forming a sandwich). Press down gently. Place back into freezer (in the pan) to set for at least another 3 hours.
Remove brownie sandwich from freezer and pan. Place onto cutting board and slice (with a sharp knife) into 16 squares. Serve. If not serving right away, place squares into freezer safe ziplocl bags and freeze. When ready to serve, let soften 5 minutes.