Burning Smell on my 2 week old E70
 

I noticed last night when I went to my garage where the X was parked, there was this really strong burned rubber smell. Is this the DPF doing it's job?

There was a post about this, I posted about this & it's in your manual!

My 2011 35d is now about 2 weeks old, and this has happened several times after parking in the garage and once while driving (you will know it's happening while driving, as the hp feels reduced, the car feels heavier and less responsive).

It is the diesel "departiculation" process. The car is burning off pollutants on the diesel filter(s). It is a very, very odd smell. Normal and your 35d is just doing it's job. Or as my dear spouse says....You UPS truck is smelling up the garage again!! LOL