You will only hear the turbo on an MB diesel if it is seriously sick or one of the hoses is off. No sound at all, unlike my Volvo, wihch sounds like a police siren a couple blocks back! Usually you can hear it some if the air filter to turbo hose is off -- and you want to fix that pronto!

EGR valve is up to you -- it can cause buildup of coked oil in the intake if you use dino oil, otherwise it won't have much effect, maybe a bit more power on the low end. If it sticks open, you can have serious power and smoke problems, and if the closing spring breaks, ditto. Then you either have to replace it or plate it off, your choice. If it works properly, I'd leave it alone.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!