On my old boat the original bilge blower was left in after it was converted from the gas A4 to diesel. On longer runs we would run it 5-10 min before and after shut down which made a noticable difference in both heat and that hot smell even a well maintained motor has. The motor sat under an unsealed cover in the center of the salon so not the same situation as Dave's, but it still might be a consideration if any smell is noticeable in the interior.
How much exhaust reaches the cockpit must depend on a lot of variables. The first boat is as Olaf reports, the current one has the outlet low on the stern. Exhaust smell is rare on both, and often reduced with a few degrees change in course.