Hi Roy - couldn't tell whether you had the GM engine but now I know. There's only one vacuum line to the EGR valve (at least that's how it is on my 1996 X17DTL) so you could stick a plug in that.
I remember I had the car in at a diesel mechanic's garage and he was doing a couple of things. I had taken the EGR valve out and cleaned it, but he pointed out the buildup of crud in the intake manifold and reckoned it was better to disable the EGR valve by just plugging the vacuum line.
It always been quite peppy and run very well, so I didn't notice any difference in performance by disabling the EGR valve. Ideally the intake manifold should have been taken off and properly cleaned, but with the X17DTL that would have required removing the turbo as well and there just wasn't time for that.
One day I'll remove the intake manifold and really clean it out....
Cheers, Paul