A few things come to mind.

Does it smell like burning coolant and do you know the difference? Sometimes after you run your A4 hard or sometimes even normal city driving, hot coolant can escape from your radiator where the metal is pressed together (this usually only happens if your radiator is damaged slightly or defective. Not typical).... It may only be a hint of the smell. More wose cases may show the coolant smoking from the radiator which can make it look like something is burning and will definately smell that way.

Another thing.. Have you used any fuel additives lately? Some fuel additives are designed to clean out your fuel systems. If you have used too much additive, your car could simply be burning a higher than intended amount of that additive. It could also be the junk that is being cleaned out of your fuel sytem burning as well.

I've heard of oil on the plugs smelling like that. But that would mean a completely different problem. Bad valve cover gasket....

Good luck!

 

Check your brake wear, you could have a hung up caliper making excess heat.