E.G.R Valve?
 

What is the procedure to check the E.G.R valve? Is there a diaphragm inside that goes bad?

The diaphragm can be checked by whether applied vacuum is held without leaking. Also the pintle must move when vacuum is applied. The third item to check is whether the egr valve seats properly without leaking. I usually remove it to see if I can blow air across the seat.

Here is my procedure:
Engine off - connect a vacuumhose to the egr and suck on the hose, it should hold vacuum. This will check the integrity of the diaphragm.

Engine idling - suck lightly on the vacuumhose, the engine should start running rough.
When you release the vacuum, it should smoothen out. This checks the pintlevalve for leakage. ;)

Thanks guys,I will check it tomorrow.