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When you say the “burner cap” are you talking about the wick? I can’t say I have ever thought about or tried to light it without the wick. I always dab a little lighter fluid on the wick and let it burn off and then it seems to work great. It will be an open flame for a bit but that has made a big difference in keeping mine lit all day.
This is one of the reasons I want something I can set down. It takes a few minutes to burn off that fluid on the wick and then it really draws the fumes out of the body of the heater.
There are no wicks on the zippo hand warmers. They use a catalytic reaction with the lighter fluid fumes to create heat.
The only times I have ever had a smell to mine was when I overfilled the tank and it didn’t burn properly otherwise there has been no smell and works amazing.