UK Auto Repair Questions?
I'd start by checking 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.
I'd also remove the intake pipe to the engine to reveal the throttle and thoroughly clean it with brake cleaner and a lint free rag as they can gum up with oily deposits
this is why I suggest the EGR as its a mechanical issue