Maybe its really bad quality incense.
When I first burn Frankincense it smells wonderful, and Myrhh, well I'm not to keen on Myrrh.
After about 30 seconds on the coal it starts to smell like burnt rubber and has a really acrid smoke.
I use about 3 small pieces of resin on a white hot coal, even with foil the resin starts to smell bad after about 30 seconds. I'm using SWIFT-LITE coals and resin from indigo-herbs.
I'd say your coal is probably too hot. You can also get electric burners. You can get a much lower temperature for longer, but you can also get it hot enough to create smoke if you want.
Yep! That's myrrh! I used to burn it on coal too and yea. Same problem here. It smells WONDERFUL melted/vaporized, but HORRIBLE when it starts to burn. Absolutely horrid.
Maybe we both got "impure" myrrh (with twigs and stuff in it...low quality) or maybe that's just how it is, IDK. I never found a solution really.
So don't burn Myrrh; just use Olibanum.
Myrrh resin, like the oil, is very powerful and can smell nasty and bitter in large doses. If I were blending an incense mixture I would probably use at least ten times the volume of Frankincense as that of Myrrh. This is tricky to do with standard "tears" so I try to find a very small piece of myrrh or leave it out completely.