It depends on why you want to stop the EGR from working as designed I guess.
some argue that they fill the inlet up with crud and you suffer performance losses as a result - and over time that can happen, but unless you are running something more like my levels of tune, you'll probably not notice it by the "bum dyno"
Most blank it so that it is removed, and they don't have to worry about it, rather than for any performance or refinement issues - as said I needed the hole for testing, and never but it back on again
The air filter I use fits perfectly in place of the airbox (K4.80 green filter), unbolt it, and just pop the cone in place, I use a couple of cable ties as well to stop it moving around too much - there is a huge debate about shielded vs not on a diesel, but it depends on the level of tune, and what smoke you are cope with will depend on the filter setup.....
for most of us, we are prepared to take the hit on the heatsoak for the extra air throughput provided by a cone - which reduces smoke, even with just SDI & remap it is noticeable.
I will eventually be moving the battery to the boot, and building a custom airbox as I can and do see the effects of heatsoak with my current setup, but my intercooler is pretty good so once moving again it drops quickly on post IC temps
here's an old pic of my setup
