Jan, I was going to mention the fire hazard this is, in addition to your possible addiction, allergies etc. If they aren't safe neighbors, they aren't safe to be around, whether the police know or not, imo. You can always call anonymously. You can also capture the air in a container and have an allergist analyze it for you.
Is there a nuisance law in your state or city? It not only covers noise, but smells etc. Is there a community standards department you can call? I like the idea of calling the owner, as their insurance will be quite high with each explosion
Put damps rolled towels under the front door to help keep the fumes out... change your air filters often... but don't burn candles to help clear the air, you might just blow the roof off. Wow what a tough situation. Have you talked to any other neighbors, or noticed them suffering also?