Hi Cho, one of the reasons that pulling the vacuum line off may not be effective is that the EGR valve can get leaky. I could blow air through mine. I am assuming that the fail safe is to close the egr in the absence of vacuum.

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85 Merc 300D - Unwinding 31 years of wear
86 VW TD
Mahindra Diesel
Iseki Diesel

In 2007 I didn't own a diesel.