We've had an oil smell coming through our vents for about a year. Our local heating service company has come out twice and found nothing. Neither the smoke detectors nor the carbon monoxide detector protest and we haven't had any apparent health effets. Yesterday I realized that the smell only comes through only after the temperature exceeds the setting on the thermostat and contines for a while until the fan stops blowing. I don't know if it works this way but I'm guessing that the fan keeps going for a little while after the flame is out. If so, that seems to be when the oil smell occurs.
I would appreciate your advice/thoughts.