I don't think I'd worry too much about the EGR at this point, as it should be closed off (you can double check with your tuner, but it should be). When you start losing coolant here and there (EGR system is a common coolant leak), then yank it. Or bypass the cooler.
You're not running a Max Effort tune, so I don't think you'll be pushing enough to have it open under load. Heck, I don't think the stock turbo can even do that, lol.
Removal of mine was necessary... It's still in the box of my truck, with the CP4, lol. I really need to take that sucker apart...