Homefree,
My 2013 Cruze had the exact same issue yours did, "coolant" smell only when the heat is on, no coolant leaks. The first time the dealership gave me the brush off, but the second time I pressed the issue and made them refer to PI 0935 on my paperwork before they looked at the car. The second time they replaced the HVAC casing and grease and all has been well since. No more coolant type odors.
As a side note to the above, as I approached 36k miles, my HVAC system also began making a "squeaking" noise when adjusting vent position. My theory is the glycol based grease was drying out from reacting with the heat (causing the coolant like odor), creating a double whammy on the HVAC grease issue. This part really made me press the dealership for the replacement listed in PI 0935.
My advice to you is to print off PI 0935 from the coolant resolution thread linked to earlier in this post and politely show it to your dealership. You would be surprised how far being polite and showing respect can go into getting you help. If they still refuse to help you, find a new dealership. There have been many Cruze affected with this exact problem. I'm glad I got it taken care of before out of B2B warranty, as the cost otherwise would have been a nightmare. Also, the GM customer service reps here have been generally helpful.
As a last resort, and if no local dealerships will help you, file a lemon law case. But be warned, as others have said, as soon as GM knows you are filing for lemon law, they will not help you any further.