Been watching this. Most EGT's uses a stainless sheathed Thermocouple. There is virtually no likelyhood that the sensor will break. At the temperatures that would damage it, your engine is already toast. No Worries. I've run them in extremely high performance applications with no failures.
As far as running at low boost, this is something you will want to talk to your auto tech about. We don't have engines like your particular one over here in the states, so I haven't seen how your induction system works. I understand that it uses an EGR system to rebreath exhaust gasses to increase efficiencies. This only occurs at cruise speeds. The addition of inerts from the exhaust stream reduces the amount of fresh air and fuel required. It also reduces CHT's (Cylinder Head Temperatures.)
Most diesels only control fuel to the intake system. There are no throttle plates controlling air intake. (In most cases.)
By running forced induction, the apparent displacement of the engine is increased. This increases power, or in our case, allows us to operate more efficiently doing work.
Your waste gate is used to increase low speed engine performance. A non-waste gated turbo only produces boost when high loads are present above a specific engine operating range. They are necessarily sized so that they don't over-spin. As you increase load, your waste gate bypasses to maintain a maximum boost value. Basically it just dumps excess air charge.
At low RPM load, the trim and turbo sizing is setup to provide more available charge to accelerate the mass of your car. Work.
The boost will build as the engine speeds up, to either a pre-programmed maximum, or a mechanically imposed limit. I expect your engine has a computer controlling that maximum boost.
Be careful with modifications to the fuel system. Too much fuel to the system based on the amount of air being taken in can drive EGT's too high. Your pistons will start melting if it gets too hot in there. I don't know how your head and exhaust system are set up. Some engines use aluminum heads with steel or alloy liners in the exhaust ports to keep the ports from flowing. Those sleeves deteriorate over time in high temperatures.
Messing with the fuel injection requires keeping close track of temperatures. Without an EGT, playing with the injector pump delivery can result in catastrophic engine failure. Your engine may already track EGT with it's computer. I just don't know.
Simply arbitrarily reducing the boost limit will result in excess fuel in the available air charge at high throttle settings, and your EGT's can go too high. Fuel delivery must be reduced to match the available boost. Excess air doesn't hurt you. It's too much fuel that will do that trick, as a previous post explained.
Based on all that, just use driving technique to improve things. You have a tremendously efficient engine. Keep it in great shape, and drive with care. It will deliver exceptional economy. I wouldn't mess with it myself, and I've worked on a lot of OTR and Commercial Diesels. There's just too much going on there. Consult your mechanic about reducing the fuel delivery or better yet, just keep a light foot.
CJ