I had the same problem sans the pregnancy issue. I had an additional dilema that it WAS a cultural thing. A good friend of mine who shared space with this person told me they had discussed it and it was a cultural thing tied in with their diet (very hot/spicy food) The "offender" appreciated the input and was more aware going forward.
By the same token, I think you can get away with alot being pregnant. He may be receptive due to your condition. I would personally go the HR route.
I also remember when I saw Silence of the Lambs, Jody Foster put something on her upper lip when checking a decaying body. Maybe some nice smell would offset the bad?
I do feel for you. I have a hyper sensitive nose. The smell of cigarette on a person does me in!
Claudia