Just because you can do something doesn't mean you should but we did anyway.
Many months ago the idea of scented dice came to us in a fit of creativity and delusion. Since then we've tried a number of techniques to get the manufacturing down right most of which failed and one which left our office smelling like lemons for weeks (not a joke).
We finally hit on a method that gives the scented goodness we were after in a reasonably long lasting format while leaving the dice still usable as dice. Essentially these are standard resin dice with a scented clear coat applied after polishing. We tried a couple different clear coats and this is the one that lasted longest.
Note we would classify these as a novelty item. The scent will not last forever. For best results you should store them separately from your other dice in a small dice bag.