No probs , if ' the smell ' is linseed based oil paint and you try to either make a candle with linseed oil added , make sure you use raw linseed , as boiled linseed is made with very toxic chemicals , i don't use boiled linseed for that reason .
Not noticed the smell when burning linseed oil myself really , but you can get little glass oil burners , glass jars about the size of a tennis ball , with a thick cotton wick . Just fill with linseed oil and light the wick ! Even use an oil lamp .
I made some linseed based paint with powder and oil to paint an old cart , and it smelt the same as old paint .
When i was 14 ish , my dad had a building maintenance firm , and i worked with the painter and the glazier , who both used linseed oil , to make paint and to mix with putty . My job was mixing the powder and oil . The powder came in tins about the size of a 5 gallon drum . The linseed came in 45 gallon drums .
The painter died and the glazier retired , so dad employed new younger men , and the paint was then bought ready made in 1 gall tins , as now . The putty then came ready mixed in tubs . How the times change .