Here we go again with theoretical versus actual knowledge. I've changed EGR valves on other cars, and I can't imagine it would be very different on a Mercedes. I would soak the mounting screws with a PB Blaster or WD-40 first. The actual remove and replace is pretty straightforward, the only issue possibly being accessibility. Make sure you get a new gasket with EGR valve. Also, when the valve is removed, check the manifold port for possible carbon build-up. Clean it up and install the new EGR valve. The emission system should then make whatever changes are necessary from then on.

If anyone else has made this replacement on a Mercedes, please feel free to correct any errors in this narrative.

__________________
M. Sandler

1986 560SEC: 150,000 miles, runs great, but I've got to sell it (too many cars for one man)
1987 560SL: 122,000 miles, used to run poorly, now (thanks to forum), runs great!
1997 GMC Jimmy: Turned out to be a turkey.
1989 T-Bird Super Coupe: 150,000 miles, still runs great. Ford got it right.