I'm not sure that you should go for EGR removal. I'll tell you the story of Berta and it's EGR. After engine restoration I connected EGR as it was done by the factory but it showed up that valve that was opening EGR was broken. I replaced it two tanks before and I saw much better FE on MPGuino than with no EGR. The difference was easyly noticeable, engine now is working better and it seems that I have more torque in a middle range revs. So you may block EGR tube or just disconnect valve and see the outcome if that will help your FE or not. For Berta constatntly closed EGR valve was messing up with FE. Now I'm thinking if I could increase a bit (10-20%) EGR flow and see if that will help with FE.
Many years ago I was driving VW cars with 1.6 TD engine and after slightly tighteing spring in a wastegate and fuel dose increased by 1/2 turn of the regulation screw on the injection pump engine was running better with better FE as well.
I would recommend finding and installing IC for your engine. Grille block (upper and lower), belly pan, moon discs, spats maybe a discreet air dam at the front.
Good luck anyway and see you on the top of EM Diesel Cars list
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