Oil Burning Smell?

I have a 95 993. I have been noticing an oil burning smell (I think) when the car is hot. There is no smoke, just the smell. It is pretty strong. The smell goes away if I turn on my heater and let the hot air pass thru. the car (the hot air does not smell). Any clues on what the story is? I just had my 45k service (I can swear I didn't smell it before I brought it in).

Thanks in advance for any help.

Most likely the mechanic simply dropped a little oil on the heat exchangers when pulling off the valve covers...or, maybe the valve cover gaskets are leaking. Can you see any oil on the exhaust system?

I did not check that. I will. It has been about 3K miles since the oil change. I imagine I'll have to take off the cover below
the engine to get a better look because there
is no oil in my garage. Thanks.