The baking soda method worked well! Now there is a distinct smell when we use the oven. Is this a problem?

Baking soda needs to be completely wiped away from surfaces. Oven must be off and cold to start this. Fill a bucket 1/4th full with fresh (warm to hot) water. Use a clean cloth such as an old washcloth or rag. Wet the cloth in your clean, hot water and wring out till the cloth is wet or moist but without it dripping. Start at the back of the oven; wipe downward, then forward. Rinse out rag. Repeat on next section with moist rag without dripping. You may need to redo the wipe downs several times. Check your manual first for use of water on heating elements.