Replacing the cat should help. I would think you're still running a bit rich, as Nimblemotors said. With a new cat (s?) you stand a decent chance of getting the numbers good enough to pass. If they aren't, then suspect the thermostat.
If you can get ahold of a wide-band O2 meter, you may be able to use that to see what your mixture is like. You probably want a little bit lean for economy, but generally the best emissions are right at 14.7:1, because the catalysts work best there.
The EGR shouldn't be an issue, as the NOx numbers are OK, or at least OK-ish.
Yeah, I'd replace the cats and see if I passed.
-soD
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