I'm not going to preach - go with your conscience on this one, do it if you feel the need to do so.Technically it's illegal, but it's not unsafe like bald tyres for example (which are both illegal and unsafe!)
Choose your poison!!
But it isn't unsafe. Once you've unsuccessfully given CPR to a young teenage girl who died from a massive asthma attack brought on by traffic pollution you'll see first hand how unsafe it is.
EGR's, PITA that they can be, are exteremely good at reducting the very NOx emissions that cause this sort of reaction in the young - don't be kidding yourself its unsafe or without consequnce.