Burning oil is a pretty distinct smell. If you are smelling it I would recommend having the dealer take a look (I assume you are under warranty). Our cars have a few common oil leaks, the filter housing being the most common. Mine was leaking and it took me a while to find out as I never saw any oil under the car and wasn't noticing any oil loss over what would be reasonably expected (got the Add a Quart warning once since I've owned the car). When I dropped the plastic undercarriage liner quite a bit of oil had collected there.
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2008 E90 335i // Black Everything // photos
COBB tuned / QTP e-cutouts / Helix FMIC / cp-e DCI / AWE BOVs / Catless / FBO + F15 X5 xDrive35i
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