To test the EGR either it needs blocked off or let the engine idle and feel the connecting tube if it has one. Blocking the vacuum line or feeling it won't work, however do pull the vacuum line off to make sure some sort of control problem isn't occurring.

I don't recall what way to turn the screw, if you keep track of what direction and how much it is turned you can always put it back. With a down flow CIS, pushing down richness the mix.

The screw has a global effect over mixture, if an outside force is causing it to run lean at idle when cold and you make a change, the motor may run rich at other times. If you have a vac leak, the motor will run lean at idle but not too far off at speed.

A vac leak will flow X volume at idle, will be a relatively high % of total engine air flow and due to high vacuum, flow at a high rate. As engine air flow goes up, the % of leak to engine air flow goes down and as vacuum drops, the leak will flow less.

Somewhere on the net there is a procedure how to set this up the factory way.