Certainly.
When you look at your EGR valve from the front of the engine bay, you will see a short black hose, approximately 8mm thick running from the top of the EGR to a small black box located in the top left of the engine bay. This box has about 4-5 other pipes coming off it.
Unplug the pipe from the EGR valve whilst the engine is turned OFF.
Get a small bolt, that fits in the end of the tube and zip tie the bolt securely inside.
Locate the pipe securely, so it doesn't move about and jobs a good 'un.
I must stress however, that aslong as the valve wasn't leaking before you shouldn't have a
problem, but I would advise sealing up the vac pipe on the EGR valve with a small bit of sealant (if you're not going to use it anymore) to prevent it moving and leaking into the bay. Or alternatively buy a Allard or Darkside Developments EGR delete for about £60 delivered.
And with regards to the Engine Managemant Light. As the ASZ is a EU3 compliant engine, the EGR valve won't throw up an error code as it's not electronically connected to the ECU. Only the later EU4 PD130 engines (BLT) will and have to be mapped out due to the Anti-Shudder Valve (ASV) throwing the codes.