Burning oil smell when heat is on/ getting out of car.

I took my 2007 335i in the dealer to have some warranty work done. I told them my Trans gasket was leaking, and they also told me my value cover gasket was leaking. When I got my car back I smelled burning oil, it's been over a month since they done the work. Took back to bmw and they said everything was fine and the oil needed to burn off. I took my car on a 500 mile trip and have driven around 1500 miles you would think that would be eff to burn everything off. It's really bad when I have the heat on/ or after the car is been running for sometime and you get out you can smell. But I do think its something else. My warranty is almost over in Feb. next year. I am going to take back again. Any idea what I can tell them that might me leaking broken or the problem. Thanks guys