Please get your Root canals filled as soon as they have been cleaned of infection as leaving them open would lead to further ingrowth of microorganisms. The burnt smell and the hot sensation that you have experienced is the heating of the filling matter which is gutta percha. It's a rubber based material that has to be sheared off. Probably you might have had a bad experience while your previous dentist was sealing it off as the tip of the instrument is heated prior to sealing. But it's absolutely harmless so please do not be afraid.

Get the gutta Percha filling done as soon as possible or else there will be re infection. Don't worry about the way its filled. Just try to divert yourself.

Burnt smell and hot filling might have been the obturation( packing and sealing of rct) and not permanent filling. Permanent filling is usually light cured composite material which is odourless and not hot. So it’s completely comfortable and tasteless,odourless. You can talk to your dentist before getting it done, I am sure the dentist will help alleviate your anxiety and it will be a comfortable experience for you.