If there was oil spilled down the back of the engine, it will take a bit of driving before it all burns off. Give it time, if you solved the source of the oil leak the smell will go away once the residual oil is burned off the block and exhaust.

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Current stable:
1995 E320 157K (Nancy)
1983 500SL 125K (SLoL)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)

Gone and wanting to forget:
1985 524TD 167K (TotalDumpster™) [Definitely NOT a Benz]