Old guy, new to the site, hoping to find good ideas. This thread is full of ideas . . . such as that diluting your intake charge with inert gas will improve fuel efficiency.
Okay, here's why you have trouble when you disable the EGR. When the system is polluting your fuel/air charge with exhaust gases (something racers have been doing their best to prevent for, oh, eighty years or so) it makes the mixture harder to light and slower to burn (and cooler-burning, which cuts nitrogen oxide emissions). So the ignition advance curve was modified by the manufacturer for more advance to light the fire earlier. If you disable the EGR, you now have an over-advanced ignition, and you'll likely get ping, maybe a lot. You could temporarily stop the ping by disconnecting the vacuum advance (and plugging the line). That's bad for fuel economy, however, so what you really need to do is re-curve the dizzy for less advance in the range where the EGR used to operate.
With some older engines this is easy. If you have a 70's to early-80's smog-motor with EGR, and if the same motor was produced in the 60s, you might be able to get the centrifugal advance springs and weights and the vacuum advancer from one of these pre-emissions engines and put them in your dizzy. Otherwise, get a man with a distributor machine to recurve your dizzy. Simply loosening the hold-down clamp and dialing back the static timing might stop the pinging, but it wouldn't be as good as recurving for best performance including mpg.
There are lots of things you can do to make many engines (especially the older ones that interest me) more fuel efficient, but many of them render the factory advance curve sub-optimal. Changes made either for more power or more fuel efficiency or both have often had disappointing results if the ignition was not re-tuned along with the changes.
BTW, I'm not necessarily advocating deletion of your EGR system here. You can do it right and get better mileage, but you'll put a little more cr@p in the air. One method that was a win-win-win was Pat Goodman's simple and unique full-time water injection system. Allowed more compression to be built into the engine for more torque and fuel efficiency, and cooled the burn slightly at all engine speeds, quelling N-O emissions. I can tell you more, but I've already gone on too long for a newbie here, sorry.