I'm more familiar with larger diesel engines, but I've never, ever seen any data showing a fuel economy benefit from EGR in a diesel (with all the same engine settings otherwise). In some cases there can be a fuel economy benefit in a gasoline engine, but that's a separate discussion. The thing to watch out for is whether your change to the EGR affects the ECM in such a way that it reacts by changing other things (like timing). IMO, that's where people are probably seeing the fuel economy penalty--it's not directly from removing the EGR--it's from the ECM's reaction. Knowing what the ECM is going to do is a pretty complicated matter in modern ECMs. I know for diesel trucks there are a lot of sims, chips, & programers to remove EGR in such a way that the other engine settings are negatively affected. There are probably similar things out there for the TCI engine. You might want to look into them, but be forewarned that there's a lot of crap out there too.
Yes, warm up time will be longer without an EGR cooler. The block heater is a good way to go (even with EGR). Another thing would be to block off more of the grill. That doesn't really help initial warm up mich becasue the thermostat is closed, but your required cooling load under warm conditions will be decreased so you no longer need as much radiator.
I also started another thread recently to deal with this using an exhasut heat exchanger:
http://ecomodder.com/forum/showthrea...art-19607.html