At the minute I'm just using a normal cocoa butter in a tub:
But I'm going to switch to Palmer's Cocoa Butter Bust Firming Cream when I next get paid...
It does help to mask the smell... but I tend to use a hot water bottle (or 'warm' in this case) to apply heat after the massage, I'd then put cocoa butter on after that, so a lot of the smell will have already gone.
As for hair, I've had nothing at all!
I would definitely recommend massaging with fenugreek though...sometimes I get a little immediate swelling and nearly always get immediate tingles!