How do you clean a space heater?

I have a Lasko space heater, pictured below, and I have been using it because my room is far by the coldest in the whole house. It’s extremely cold outside and it’s warm inside but still cold in my room. Well the problem I’m having is that my space heater is making a smell. It smells like burnt sugar. I’m most likely positive that it was because my 1 & 1/2 year old daughter has spilled milk on it while it was off🙄 I just wanted to know how would I clean the inside so I can have this smell go away? It smells absolutely terrible and I’m nervous that if I leave it on, it will spark the smoke alarm. I tried to unscrew it from the bottom but it will be absolutely hard to take it out. It’s placed very weird.

Thanks.