I guess that's why it's called medicine. And yes enzymes stink, lots of stuff does including you probably. People who's primay intake of protein smell quite different depending on if they take fish, red meats or vegan. I traveled to the orient when we used to call asia "the orient". Being from America's Rocky Mountains, I was a red meat stinker. In Japan, my equally naive hosts remarked about American odor as if I could smell myself. No, Japanese men didn't smell like fish, they smelled like cigarettes, get it? At this time Japanese women rarely smoked and there was an odd but very subtle difference I attributed to their sea food rich diets. Go to Iceland and there is no doubt on both diet smells. Most vegans have pink sweat! And get closed in a room with a bunch and there really is a hint of sweet hay coming from their breath and sweat.
Anybody who has hurled recently can attest to the fact the deeper the source, the less it tastes like food. Enzymes aren't intended to be tasty. The fact is they turn food to a thin oil and given the chance, they do exactly the same thing to your tongue and throat. Your smell center is being told something bad is nearby so you are getting the right input. Bad smells in concentration like a wiff of acetone damage the smell nerves and enzymes smack 'em hard. The one advantage in puking is your ability to smell just got digested so it is far easier for the puker to clean up than a pukee.
I think you are onto something with yogurt or pudding. Try encasing the enzyme bits from Creon capsules in melted chocolate or a low temperature sugar glaze. Maybe look up grandma on this one. Candy coating it needs to be kept as cool possible because the enzymes break down when you heat them too much.
If nobody can or wants to put the considerble effort it takes to perfect this trick, a local compounding pharmacy can coat it in any flavor but enzyme. I use my local compounding pharmacy for several prescriptions and I need to suck on three different medications. For you, long enough to get the enzymes safely in your stomach is easy work, you could pop it down in any food or enjoy the short taste of Tutti Fuitti directly if whole capsules are just too much.
Hope this helps. Talk with your pharmacist about the maximum temperature exposure.
LL