I did some testing on a '06 TDI 1.9l. I disabled the EGR right in the ECU. It did not make a statistically significant difference in the fuel economy. I did the same with a brand new DDI engine and it went horribly wrong. Threw about a dozen DPF codes and went into limp mode. It's not for everyone that's for sure.
Also on diesel EGR I've had a number of Volvo highway tractors who wanted their EGR removed because the valves are about $1800 and seem to fail about twice a year. On those we recorded almost 0.2MPG loss in fuel economy over about 10,000ga of fuel.
Is there a specific reason why you would want to remove EGR?
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