My X5d had a bad burning smell under the bonnet - exactly as you describe - just rolled over 3000 miles this morning (in just over three weeks) and had no problems with bad smells for the last week or two! (my wife might disagree tho') I wish I could say the same for the rattly rear seat and the whining transmission!
Oh, not to mention the incorrectly wired tow-bar, the drivers door 'puddle' light that's fallen apart and the surround camera 'activation point' feature that's missing!
Not very impressed so far...
Maybe PORSCHE for me next time!