Here is an update….
I called my wife and she said that the car ran fine at noon. Both of us have experienced this issue somewhere between 1.5-3 miles after a cold startup in the morning. If it is the EGR my thought is that it is stuck until everything under the hood warms up. At 8am my wife drives to work. The car sits in the sun until noon. Since the car has a bell pan I doubt that in four hours the EGR is ‘cold’. At 4:30pm the car is driven home. My wife does not have any problem with the car at noon or at 4:30pm. From 4:30pm till 8:00am the next day the EGR has far more time to cool down. This makes me lean towards the EGR being gummed up.

If the EGR is the issue has anyone successfully removed the EGR to clean it without removing the intake manifold? I have star sockets. OR can I pull the air intake from the EGR/intake assembly and spray carburetor cleaner into the EGR?

I have looked at Phil’s parts list for the K40 relay. I am not finding such an item. Is there a name or part number that I need to go by? Can I purchase it online or do I need to go to a dealership? (Going to the dealer ship would not be a good thing as my wife is fearful of me bringing home an E320CDI.)

I just checked my records. I replaced the fuel filters last July at 54K miles. The car now has just 70K miles. I will change the filters tonight. I thought that I had replaced them more recently, however, I think I have that thinking crossed with my 300D.