Stinkin, but brand new 5 brick natural gas radiant heater.

I've got a large, open shop (1100 sq ft), insulated, 8 ft ceiling and this new heater smells. It's been used for a couple of weeks so it's not a new smell, but that of unburned gas, I imagine. The pilot is nice and blue and it heats OK. This is a radiant type, no open flame. What's goin on? There is no smell when the unit is off, so it's not a leak on the line side of the valve.
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Did you pull all the protective plastic film off the shiny parts, when you assembled it out of the box? :^/
Seriously, no good ideas, unless maybe it is poorly baked paint in the thing cooking. All my life, at the start of heating season, that burning dust smell was a sign of the changing seasons, and almost welcome after the cold outdoors. It doesn't take much material to make a stink- a single glob of lube or sealant on a hot surface can stink up a whole house. I'd fieldstrip the thing, and wipe down all the heating and heated surfaces with a no-residue solvent, and reassemble.
aem sends...
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