Diesel fuel will mask the odor . 

Keep the ceiling fans running in high for a few days, and as that dries it neutralizes the odor!

there are many cheap easy fixes depending on the item the odor is coming from.  

Strategically, you have to either remove the source of the odor (porous material), seal or encapsulate it.The drywall and baseboard trick you mention is important.

Even if they don't smoke inside or outside the property, the odor of smoke in their clothing gets inside and permeates the place.

I've done several this way and the odor is gone. 

Its almost impossible to get rid of the odor no matter how big your additional deposit might be.

A close friend of mine had to replace Sheetrock to get rid of the odor.

I can’t figure out what the odor is and I’m not sure how to bring it up.

Properly installed gas, is just as safe and in some cases safer as you can easily smell the odor added by the utility company if there's a gas leak, whereas a short in an electrical circuit can go unnoticed until it starts a fire.