Getting rid of ozone and/or burning plastic smell left over from a dead box fan
Time is the only real cure. Air out the house with the heaters off whenever the temperature is tolerable. Run the fans, not the heat and change your air filters a few times. You can also spray Febreze or other odor eliminators where appropriate (i.e. not on bed sheets, garments, food surfaces etc.), especially any carpets or rugs because fabric traps and holds smells like that.  I like to use the unscented version but it's harder to find. These are not perfumes, they actually chemically neutralize odors and are basically temporary so if the smell is embedded in the paint on your walls or the carpet, it may return. But the odor eliminator will make it tolerable to live there. Also wash ALL of your sheets and garments that were exposed to it. 

Article on how odor eliniators work.