Yes. Check the fuel trims to see if it's running rich. 

A lean-running fuel system will cause the stench. O2 sensors don't "cause" anything. They just read parameters. Unless you have a check engine light on and the code goes to the 02 sensor, I wouldn't worry. But a good scanner with live data can tell you how much fuel trim is being added both short and long term (they may be abbreviated on "cheaper" code tools). Check your plugs and see what color they appear. 

It's the sulfur in the gasoline that you're smelling after your catalytic converter has oxidized it and exhaled out of the exhuast.  Again, if it's not tripping a code, it's likely not a concern. I'd try switching gas stations for 100 miles and see if it improves or worsens, etc. Most of the majors are good, but each has their own recipe and some add more sulfur than others.

Also, try taking it out on the highway for as many of those 100 miles as possible. Get it up to 70-75 and let it run a while (the old "Italian tune-up"). Don't add any additives or anything, as these can increase the amount of sulfur the catalytic converter is oxidizing depending on their own mix. Try not to do any hard accelerations, just smooth ones when needed. And try to avoid as much short-tripping as you can at least for that initial 100 miles with a different fuel.  I hope that helps.