Your car has an airflow meter so the computer knows how much EGR to dump in. For a test you can disconnect the EGR valve, and the air re-circulation valve (the device right by the EGR on the turbo) to see if that affects the performance. Note that unhooking the EGR and ARV will make your car emissions non compliant, so this should only be done as a test
Although the computer can tell when the EGR or airflow meter are not working properly, unhooking either will not have any negative effect on performance. (or the only other thing the computer controls, idle speed)
The fuel injection pump, apart from the idle speed, is totally mechanical and self governed.
-J