I'm having the same symptoms... upon cold start up burning smell and a little smoke from the right side by the wipers. Once all warmed up, the smoke and smell are gone. No oil puddles anywhere.
I actually just got back from my mechanic not too long ago and he said that the area around the valve cover gaskets are " slightly wet" but not dripping. I can still drive it and all. My next oil change, i'll look into getting the valve cover gaskets replaced. I actually had my valve cover gaskets replaced about a year ago from another Indy mechanic that I used but since have not gone back. Nice people, but the work wasn't up to par. I only went to them because they were closer to my house. Now i'm back to my original Indy that I should have never left.