I just found this article today. It may be useful for this discussion. It is written specifically for the VW TDI engine (pumpe duese is the injectors driven by the cam as in my car).
TDI EGR system FAQ
"Removal of the EGR will turn on the check engine light which will results in automatic failure during emissions testing and can prevent you from registering the vehicle in many states. Disabling the light or taping over it won't work since they plug in an obd2 scanner which reads your car's computer. There are ways to trick the computer into not showing a check engine light like through a chip tune but tampering with emissions devices is illegal in most places.
The biggest gain is reduced cleaning of the intake manifold. However, ultra low sulfur fuel used in all US and Canadian diesel fuel has greatly reduced major clogging. Biodiesel users report no excess intake buildup although there'll always be a small film. There are only small mileage or power gains from disabling the EGR system since it only operates at partial throttle and idle. Generally speaking, at full throttle, the EGR system is closed by the computer so it makes no noticeable difference in peak power. If you are removing the EGR for reduced pumping losses and the small power or economy gains, bigger and better gains can be made elsewhere. See 1000q: basic performance upgrades for a list of starting performance modifications. Also, the pumpe duse cars use an O2 sensor to regulate the EGR system much more efficiently than non pumpe duse cars. Even newer technologies on the common rail system cars allow more precise fuel delivery and burn, resulting in less intake clogging."