I posted recently in the how-to section about greasing the EGR sensor shaft - not just the valve shaft (which should probably be dry). You'll have to remove the top sensor section and make sure that moves freely as it is spring loaded.
If you experience misfires in closed loop only - Your fuel metering sensors are probably good with the exception of the EGR and O2, also you ignition should be fine since a weak ignition exhibits problems only as manifold pressure increases (higher loads). To my knowledge the EGR will not cause bucking, but going abruptly going lean will. More times than not it's the O2 especially if in leanburn.
That all I can throw at you off the top of my head with the symptoms and information you described above.
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