Well, I'd whip it off and have a look, make sure it's moving okay and not clogged up. As you need to remove the IMF as well to get to the EGR valve I'd also have a close inspection at that first and make sure the flap in that is moving and not sticking open.
The IMF is directly below the EGR, and part of its function is to close completely when turning the car off to stall the engine. The other part of its function is to part close when EGR is needed to slow down the inlet air flow. This causes a vacuum in the EGR system and draws the exhaust gas into the inlet.