If the engine is running fine in its present state, I would leave it as is. Imagine a situation where you have a catastrophic failure on the road and have to be towed to a dealer. The plug is a lot quicker and easier to remove than the specialized gasket. And I wouldn't be surprised to see M-B deny a warranty claim because you took the EGR valve off. They will use any excuse at all these days to deny a claim.

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Rick Miley
2014 Tesla Model S
2018 Tesla Model 3
2017 Nissan LEAF
Former MB: 99 E300, 86 190E 2.3, 87 300E, 80 240D, 82 204D Euro
Chain Elongation References