I am supercharged and catless. Although I do smell the exhaust on cold starts, once it is warmed up I rarely ever smell it. I certainly don't smell like exhaust. You sound like you're either running too rich, or you may have an exhaust leak further upstream which may enter the cabin.
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00 Jet Black 323i 5MT - Fuel Saver
02 Carbon Black M3 6MT - Fun Car
456whp/312wtq @ 8psi, No #'s yet at 9psi
4.10 / Headers / ESS VT2-550+