I too like to get mpg's on the mileage I cover. My best was 613 miles on a cap to cap fill, see thread here;
http://www.landyzone.co.uk/lz/f10/613-miles-diesel-p38-can-you-do-better-176809.html
You seem to have all the obvious things done apart from your oil grades. Changing the engine oil to fully synthetic made an instant difference to mine and I've followed through with synthetic axle oil and semi synthetic (fully synthetic was too pricey for the right spec oil) in the auto and transfer boxes.
I'm going to try disconnecting the EGR, mine also looks like the one in the photo.
I seem to get better mpg's in the summer, I suspect the change to winter grade diesel, cold weather, wet roads and head winds doesn't help mpg's. My dash mpg indication reads about 10% slow, I do slightly better than indicated.
On the other theme coming out of this thread you can get a diesel to run on oil vapour, I've done it thrashing a Merc Sprinter up a steep hill. It was quite disturbing having the engine run away uncontrolled and wouldn't turn off on the key. I didn't know what was happening and in the heat of the moment never thought of stalling it.
If you think you've exhaust fumes getting into the car run your hand close along the length of the exhaust and see if there's a leak and you should be able to hear a leak. Or have you a hole at the back letting fumes in from the vortex behind the car? Try turning the fan speed up, some folk run with air off all the time and wonder why their windows steam up.