EGR double edged sword. It can help and it can hurt. Decrease intake manifold vacuum (good for reducing pumping losses) and you decreases crankcase vacuum (bad for reducing pumping losses).
Autospeed did some articles on EGR and modifying EGR.
EGR Come Back
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Modifying EGR part 1
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Modifying EGR part 2
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They claim that it improved mileage by 3% in town and saw no gain on the highway. However I don't consider this a significant improvement to state for a fact that they really did improve things due to wide variance of in town traffic.
Your car computers probably are already close to the optimum for EGR adjustment.