If you live near a lake then it's possible there is sulfur bacteria present from decaying organics. Digging the well deeper prob won't solve it. Firstly, test for well contamination, especially if the sulfur smell is intermittent, and treat it if it is.
Look into a 2 or 3-stage whole house filtration system with filters for sediment, iron ($$) and bacteria.
I have a 90 ft well in my rocky outcrop land. There is lots of swamp land, too so my concern was 1. Bacteria and 2. The visible iron sediment. We had sulfur smell but the water tested negative for bacteria, so the iron and natural hydrogen sulfide was the cause. DH built a 2-stage big canister system and installed on the main water line after the well tank. We use two 5 micron filters in parallel. Our pressure without filtration was very high 20g/min, with filtration still excellent at 15g/min.
Water is crystal clear, no odor, no iron taste at all. Our appliances, sinks, toilets have no rust staining and minimal calcium buildup after 1 yr so far. We change first filter about every six month..heavy use, too. Best thing we ever did! Far left filter is 2nd in line and in use for a year now.
Your situation may be different being near a lake but 5 microns will give you clean water. For drinking water FROM the lake I recommend 0.2-0.5 micron.
Our set up DIY, cost less that $100 materials, 10pk 4x20, 5micron filters about $60.