Have you washed the mesh filter? Most likely the smell is from rancid grease building up in the filter. You need to clean it periodically and/or replace it when it wears out.

I haven't cleaned it. I will try that....but like I said, we have only been in the house for less than 2 months and have only used the range a handful of times. The mesh doesn't even look used.

Small critters are a very real possibility. The house we just bought sat empty for several months, and we are just now getting the mouse problem under control. When one died in the ductwork it was mysterious at first, and worked up to RANK! within a week or so.

It was recommended to us by our house inspector that we have the ductwork cleaned, because the PO never used a filter in the furnace (true story!) and there was dog mung everywhere. They found the dead mice, cats took care of the rest.

My first thought was 'nest in the vent pipe'. You moved in, they moved out, but the nest is still there. Have the pipe cleaned.

I pulled a nest filled with dead baby birds out of a range vent once. The husband paid extra to have the hood power washed at the car wash and made me swear to never tell his wife what I'd found. I kept my word.

"Don't ask, don't tell" is often the best policy to adopt...