Sounds like a door/boot/tailgate/hatch sealing rubber not working properly if it is from the exhaust.
You can check for this with a sheet of paper which you close between the door and the frame and then when closed, you try and pull it out.
The other thing is a leaking exhaust pipe.
Of course, it could be diesel on your hands or something you have wiped them on after refuelling. The smell lingers, and it is more like tasting it, because I lost my sense of smell.
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