Dimmer switch shorted/fried during installation, is it still safe to use?
You killed it, man!

The solid-state switching devices in dimmers tend to fry when the dimmer's output is shorted.  Replace the dimmer, and this time, don't peel the insulating sticker off to avoid another short.  The breaker may have tripped eventually, or it may not have; the good news is that what you did is OK for now as the smell is simply lingering as odors are wont to do.