I don't know about "burnt oil" But:

* GM somehow thought it was a good idea to place plasticized part number stickers on the DPF. That will generate a burnt oil like smell and fades with time as the sticker oxidizes.

* Try to note your idle RPM when you shut down. A slightly elevated idle may indicate a regen is in process and that will have a hot smell.

Both of the above are normal on the Minimax though the first is a minor screw-up of sorts.

 

Welcome to cfans! What you're experiencing is normal on a new diesel that was shut down during a regen cycle. The regen process causes the EGTs (Exhaust Gas Temperatures) to increase a lot in order to burn soot into ash. Ideally, the regen will complete while you're driving, but sometimes you'll stop before it completes and the hot metal/kinda-burning smell is normal. The burning smell should go away after a couple thousand miles due to the aforementioned stickers burning off as well as any residual oil on the exhaust pipes that was left over from manufacturing, but you may still experience the "hot metal" smell which is normal.

In any event, you have nothing to worry about. Interrupted regens will resume the next time the truck is driven, however if you do a lot of short trips and the regen is NEVER allowed to complete then you will get a warning message on the DIC (screen between the gauges) that tells you to keep driving. If you don't heed the warning then the truck will end up going into limp mode and require a forced regen by your dealer, so just make sure the truck is able to be driven continuously for 20-30 minutes at least once per tank to allow a full regen cycle to complete.

 

If you want to verify what is happening, you can monitor the soot level and regen status using a cheap ELM 327 bluetooth OBD monitor and your cell phone, but you might have to do a little configuration (depending on the app). Regen is ongoing when soot level is 100%; regen status will show 0 when inactive, and 1 when active.

Details on setup:

https://www.coloradofans.com/forums/226-diesel/281330-d-max-engine-monitors-4.html#post3514346

My setup for soot percent on OBDLink (pic.. regen status is built-in):