Don't take it for a thrash - as someone else said, that creates soot not clears it.
The DPF clears by running at higher temperatures (by burning more fuel, so MPG drops too) for a decent distance at a reasonable speed; it's more to do with how long not how fast so although the burning smell in traffic is indicative of the DPF regeneration cycle occurring, it might not be long enough to complete it hence the need to go for a run.
Give it a steady run at road speeds for 30 minutes or more and see if that clears it up. It may be that the DPF has reached its natural end of life anyway - mine is supposed to last 75-80,000 miles, and it did. You don't have to buy a manufacturer's full price replacement; after-market DPFs are much cheaper and although they may not last as long as an OEM they don't have to, unless you plan to do another 70+000 miles. Mine was £350 instead of £980. That's the sort of difference you're looking at.