Fuel additives often contain sulfur (that rotten egg smell). If your engine isn't burning all the sulfur it will build up in the catalytic converter, which will then get released in when the engine is under load and pushing more air through.
The first (cheapest) option is to try using a different kind of fuel for a while; different gas stations, higher grade, etc. To see if you can find one with a better sulfur content for your car.
If it still doesn't get any better, your only option is replacing the catalytic converter.