For those of you who think arbitrarily adding EGR is a good thing I suggest you read the following.
http://www.iaeng.org/publication/WCE...p1548-1552.pdf
Although in some cases it is possible to get better mileage with EGR on a diesel it takes just the right amount, coordinated with the right injection timing, for the particular fuel load and rpm. Otherwise diesel get better mileage without EGR.