I haven't taken mine off, but there's not much to the EGR valve on a D40. Blocking it - particularly a pre-2010 version, but also some of the 140kW engines too - won't cause the care any logic trouble (no flow sensors to pick up on the fact that you've blocked the thing).
To understand the benefits of blocking it, you should understand why they have it in the first place (and then it's painfully obvious why it should be blocked!).
Internal combustion engines (both diesel and petrol) - at higher combustion temperatures - produce NOx (nitrogen oxides) as a result of the combustion. Normally the hydrocarbon fuel is mixed with air and only the oxygen portion of the air reacts in the combustion chamber, so diesel - which is C12H23 - combines with the oxygen (19% of our atmosphere) ideally to produce CO2 and H20 (carbon dioxide and water). Some CO (Carbon monoxide, poisonous to us) is also produced.
However, at higher combustion temperatures, the normally fairly inert nitrogen reacts as well, producing NO (nitric oxide) and NO2 (nitrogen dioxide). Both are harmful to not only people but they result in upper atmosphere ozone production.
In order to reduce this, someone developed the Catalytic Converter which manages to convert maybe 15% of the passing NOx. That wasn't enough ... so they introduced EGR.
EGR causes the combustion process itself to be dampened. Because there's very little available oxygen in the exhaust, the fuel that enters the combustion chamber can't fully combust, so the higher temperatures are never reached - and thus NOx is not produced.
Readers might have noticed the big problem with doing that. A certain amount of fuel plus a certain amount of air, when ignited, will produce a very specific amount of energy.
If that certain amount of fuel can't fully combust, you cannot get all of the energy out of the fuel, so in order to produce that energy, you have to push harder on the throttle - more fuel thrown into the chamber, with more EGR, and only a slight gain for that.
This isn't to say that blocking the EGR will suddenly give you a massive performance boost - but it will do some good, I'll get to that soon.
So with fuel basically being wasted, and raw fuel being dumped into the exhaust, have we actually achieved the goal? Guess what? NO.
The thing about EGR is that it's a combustion dampener. That means you don't want to have ANY at idle, or you'd have to increase the idle speed to cope. You don't want it at full throttle either, so that you get the most performance (which you don't use all the time) - and that's when the most engine heat is being produced. The EGR valve is CLOSED at idle and full throttle!
If you block the EGR you should immediately notice a reduction in black smoke on take-off (go out and check BEFORE you block it). You MIGHT notice a slight improvement in performance and/or economy.
Potential problems - there are health risks if you connect the exhaust outlet to the cabin air intake. If it's aimed at the moron behind you with his high beams on, damn, pump the throttle a few times and hand the b*stard some more.
You won't produce higher peak temps. Mid-range temperatures WILL rise, because in mid-throttle range the EGR valve is normally open, but they won't rise to dangerous levels (which happens at full throttle and the valve is normally closed then anyway!).
Hope that helps!
