1st consider changing the fuel filter as if this partially blocked this too will reduce pressure and engien power
If OK then also check the connections to the EGR valve, if either the vacuum pipe of electrical connection are damaged / corroded then the EGR can be on all time which certainly will hurt performance. Its also possible that its a fault with the EGR valve so its worth removing the valve and cleaning it out with brake cleaner, if it looks particularly clogged then replace it.
If this is OK then check the small vacuum lines to the turbo and its connected control solenoid on the bulkhead, any cracks or leaks can give turbo issues and its best to have the boost pressure measured actually measured with a boost gauge to check that the turbo is healthy and that the sensor is reading correctly
If its a variable vane turbo (they’ll be an actuator on the turbo body - but not a wastegate) then check its vacuum pipework as above and check the connections to the diaphragm / solenoid valve
Also worth checking that the glow-plug relay is switching off as they can stick on and leave the glow plugs also on - on some cars this can force it into limp home
Also check all the high pressure hoses post turbo/s for any split hoses or cracked metal pipes, also check the ends of the intercooler as its not unheard of to pop the end caps off under high boost.
If the above are all OK then try checking for airleaks after the airflow meter, any air dragged in here isn't 'seen' by the ECU and so not compensated for and leans the engine out causing rough running. As its a mechanical fault it tends not to turn on the fault light and you can sometime hear a 'hissing' noise with the engine running.
Check the hose clips for tightness and inspect the trunking for any cracks or splits and also all the vacuum system, the small bore pipes and fittings for cracks and missing parts.
The best way to locate a leak is to have the engine running and warm and then spray lighter gas around each joint in turn. If the engine rev's up you've found your leak.
Work your way through each possible joint one at a time and you should find it. I use a slightly flattened piece of brake pipe and some rubber hose from the can of lighter gas to provide a spraying 'wand' and allow a direct blast of gas into each area, especially those difficult to reach with large implements.
Might also be worth checking the wiring and connector to the airflow meter for any signs of corrosion or damage. you can do a quick fault find if you unplug the meter and run the engine without it.
if the engine condition is the same then chances are the meter or the connection to it is faulty
its also worth cleaning the airflow meter by removing it from the car and spraying the exposed sensor wires inside the tube with a brake or switch cleaner - ensure that the cleaner is one of the old fashioned, non Eco type that does not leave a residue
On no account touch the sensor wires with anything physical as they are extremely fragile
I'd also suggest inspecting the throttle pedal sensor for corroded contacts and damaged wiring
and finally its worth doing a compression test on all cylinders just to ensure the that the base engine is OK