Probably experienced the same smell as we have your engine too but in a '15 ML250 BlueTec-- definitely the particulate filter. I believe it's what you get the first time the DPF fires up for cleaning (e.g., not that you'd notice on the open road but if you arrived home, parked in the garage and turned the engine off mid-operation). It is not something you continue to notice (and, we have >40K). To me it smelled like cosmoline being burned off. In our case, however, no trouble light was associated with the event.