The sooner you remove/bypass the egr, the healthier your engine will stay. Yes, you are sending particulate matter through the intake, then engine. You're damaging it, albeit just a little, whenever exhaust gasses are re-burned.
My CD has the switchover (overboost) valve bypassed, I bought it that way. No issues. The turbo has a wastegate that performs the same function. An MB mechanic stated when overviewing my car, remember his goal in life is to perform work so the dealer gets paid, to not worry about it. But if I wanted the car bone stock, they'll replace it and he'll work up a price for me.
It has nothing to do with the egr system. Your plugging off vacuum lines when you bypass the egr system, not pressure lines that tell the ALDA how much fuel to allow.

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83 SD

84 CD