Bryan,
The sludge in your crossover pipe is pretty normal. Clean everything as best you can with rags and solvent, being careful not to leave any stuff behind that could enter the engine. Replace the seals on each end if necessary. Check again in a few hundred miles and see what you find. If the EGR is blocked, the sludge should be gone. You may still find a thin oily coat over everything, this is either from the turbo shaft seal, or more likely, the breather tube (PCV) from the valve cover to intake elbow. I'm chasing down a similar problem on my car, no definite solution yet. I have very low oil consumption but I get some blue smoke out the back - which isn't normal...
There's a before & after photo of the turbo side of the pipe at this URL, check it out:
http://www.meimann.com/images/mercedes/OM603_intake/
Regards,