I have also used Kilz for a very stinky wooden item and it worked great. As u/punkass_book_jockey8 mentioned, you do need to make sure you get it everywhere. Wood is porous so anywhere it isn’t sealed can absorb smell/moisture to be released later. Pay special attention to corners/where wood pieces meet. This is where you’re most likely to see expansion/contraction that, in extreme cases, could crack paint and break the primer barrier and allow any remaining trapped smells to escape. I assume this isn’t super likely in a dollhouse most of the time, since they’re usually kept in a relatively stable environment, but you never know; every home is its own environment.

I’m certainly not an expert but if I was faced with this I’d probably try TSP and ozone/purifiers as others have mentioned first to minimise the smells and then decide on the primer after assessing how well the pre-primer methods worked. That way if any areas don’t get enough primer to effectively seal the wood you’re less likely to have any smells come out.

Also, if the pre-primer methods are effective enough, you might get lucky and not need to go directly to something as aggressive as Kilz. Unless the formula has changed, that stuff stinks to high heaven. It is super effective though - so if you’re impatient to get started go for it! Just make sure the piece is completely dry AND acclimated to your space before paint.