If your engine is anything like the one described in the 91 350SDL section of the W126 CD manual, it seems that fitting a blockage between the EGR valve the mixing pipe is a mechanically trivial proposition.
I don't know what kind of sensor can verify that exhaust gas is actually flowing into the mixing pipe, but that doesn't mean there isn't one. Benzmac's statement implies that MB really doesn't want you to disable the system.
If you're concerned about crud entering the intake manifold, consider that the PCV system might also contribute to the mess. On mortal cars, it's easy enough to fit a generic fuel filter to serve as an oil trap. Or there are devices designed specifically for this purpose. Unfortunately, MB has huge PVC pipes that don't lend themselves to easy fitment of an oil trap.
... emission control devices in place an operating AFAIK