I had bite adjustment and could smell and taste burning when dentist was grinding teeth down, still taste burn in mouth, he did not use cooling down?

Drilling: On tooth enamel or dental materials sometimes elicits what patients refer to as a 'burning smell' when there are not copious amounts of water used. Some patients are more sensitive to this than others. Any other specific questions should be addressed to the dentist who actually treated you.

No water: Not sure how much adjusting of your bite was done, but a slow speed handpiece was probably used. I cannot give you a rationale why your dentist would use one and not the other, but i'm sure the taste will pass. Try some mouthwash if necessary.