Do not use an improvised burn-off cycle. Follow the manufacturer's first-use instructions, and treat burning, electrical or otherwise concerning smells as reasons to stop.
Understanding this situation
A new appliance can have specific commissioning steps, but they do not justify ignoring smoke, abnormal heat or melting material. The product's actual instructions are more reliable than a generic reassurance that new machines always smell.
A useful next step
Contact the installer, retailer or manufacturer as appropriate with the model and observed stage. Avoid repeated hot trials. If there is an immediate danger, use emergency assistance rather than continuing a programme to see whether the smell disappears.
Manuals and supporting guidance
Model-specific instructions take priority. These references support the practical principles discussed here; they do not diagnose your appliance.