I would call PSE&G and ask them, you don't want to mess around with gas smells, they might want to check out.FYI I had this once and they sent someone right out.
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When the broiler kicks on in our Frigidaire oven there is a smell of gas which seems to last through the broil process. Is this a call to PSE&G(no appliance contract) or an independent appliance repair company? TIA.