If you are set on making changes, be sure to run the car on a dyno before and after then post the results here.

A less restrictive exhaust only helps at large throttle openings / high RPM so decide how often you drive under these conditions.

A K and N air filter is pretty much just a rock stopper.

Blocking the EGR valve could lead to pinging as spark timing is calibrated counting on EGR being functional.

Changing to synthetic lube for the engine and rear end will help power slightly.

Inflate the tires on the high side of the spec.

A higher rear end ratio number would help acceleration but cut fuel economy.

The shortest route to more power / economy is to buy a 2017 S class