I bought my Fiesta 1.6 TDCI back in March last year. Twice now, both on cold (i.e. below zero) mornings when I have reached work and turned off the ignition there has been a burning rubbery smell outside the car, and a cooling fan was on that loud that it was heard 40m away. The 1st time it happened I though OMG WTF, but that was almost a year ago, the car didn't go up in smoke & still runs well.
So my guess (= total guess) is that it's related to the DPF regen cycle, but I'd love to know for sure.