Sounds like you have iron bacteria not sulfur.
I have it too. I've been regularly shocking the well with chlorine bleach and it's been getting better. The longer the bleach sits in the well, the longer it lasts between shock treatments. Last time I did it, I dumped in the bleach/water mix, ran the nearby spigot back into the well till I could smell bleach, then shut it down and let it sit for two days. I plan to shock it again in a couple of weeks, then in April we will be out of town for a long weekend and we'll shock it and let it sit in there for 4 days. Then pump it out.
We have a filter in the house and it gets lots of rust from the iron bacteria in the water. I'm thinking of putting a finer filter on after the pleated filter just to catch the remainder.
The water tastes fine but sometimes smells funny. And, it's both cold and hot but it seems like the cold smells stronger.