Actually, the EGR valve is closed at idle.
Also, the original EGR valves were defective and will stick. There is a TSB that addressed this issue.
There is a way to check if your EGR valve is not working due to a plugged up hot inlet pipe, or if the valve itself is sticking (sticking open or closed):
The ECU sends an electric signal to the switch-over valve which opens the EGR valve to engine vacum. The vacum pulls open the diaphragm on the EGR, allowing some of the exhaust gas to recirculate back to the intake manifold (thus the name, Exhaust Gas Recirculation), reducing emissions.
The ECU will not send this electric signal at idle or wide open throttle, or until the engine has warmed up. So, if you hand pull about 12" of vacum on the EGR at idle with a warm engine, you are creating a very lean condition (vacum leak) and the engine will attemp to stall and run very rough. This tells you not only that the EGR is opening, but also that the hot inlet pipe is not completely plugged up. If, when you pull vacum and nothing changes, then you know that either the valve is not opening up, or the hot inlet pipe is completely blocked.
Now, release the hand vacum and the EGR should snap shut. Engine should smooth out. If the EGR sticks in the open position, the engine will run rough at idle until the engine warms up.
There is another possibility that the diaphragm in the EGR itself may leak and cause an internal leak. The test for this is to see if the hand vacum will hold the EGR open for a period. It is common on vacum leaks to not be as noticeable with a cold engine as the engine is running rich and that helps off-set the added intake of air caused by the leak.
Since you are not complaining of an idle problem either when cold or hot, the EGR valve might not be functioning when in closed loop. In cases like this, the egr valve could be either stuck in the closed position or the pipe might be completely blocked.
By the way, I had a CE light problem when I first bought my car, and Arthur Dalton walked me through this process. I first reamed out the hot inlet pipe, but the EGR code still came up. He informed me of the TSB on sticking EGR valves, so I replaced it with the new one, changed the tube, and problem went away.
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".