If the furnace is working and you've checked for leaks it may be contaminates burning off the heat exchanger. Our furnace smell very strong for about an hour when first lit for the season. It is very strong, take your breath away strong, so we open the window and turn a vent on. Usually has a slight smell for a few more cycles and then usually gone by the next day.
Verify the smell is propane, go out to the tank, disconnect the hose and smell. If the smell is the same, you'll need to keep looking for a leak.
Does it set off your gas detector??
You might want to verify no rotten rodents in the ducting also.
