I removed my EGR about 4 weeks ago, came off ok but the amout of gunge that had built up around the entrance to the inlet manifold was leaving only about 60% of the original sized hole, now that I have cleaned it all out and fitted the new parts it runs so much better and you can actually feel the turbo kicking in.
There was a bit of white smoke that came out when it was first used for the first couple of days but this has disappeared now, I have put it down to the WD40 I used to clean out all the crap.
The down (up) side of increasing the performance is that I have now spent another £700 on suspension and stuff! +2 lift kit, replacement bushes, set of 265/75/16 Insa Turbo Dakars and 2 rolls of window tint, even fixed some of the water leaks from the sunroof and side windows.