Although it is not illegal to remove the EGR from your vehicle, it is an offence under the Road vehicles (Construction and Use) Regulations (Regulation 61a(3))1 to use a vehicle which has been modified in such a way that it no longer complies with the air pollutant emissions standards it was designed to meet. Removal of the EGR will almost invariably contravene these requirements.
The potential penalties for failing to comply with Regulation 61a are fines of up to £1,000 for a car or £2,500 for a light goods vehicle.
I borrowed that from;
Pioneers in ECU Remapping, Diesel Tuning, DPF Removal, Engine Tuning and Chip Tuning. Worldwide dealer network with the best performance gains in the industry.
www.celtictuning.co.uk
It's probably true.
Chances of being caught? Next to Zero.