UK Auto Repair Questions?
I'd 1st consider changing the fuel filter as if this partially blocked this too will reduce pressure.
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.
Also worth considering adding a bottle of injector cleaner into the tank as a clogged injector nozzle will reduce power and give poor combustion - the next stage on from this is to remove all the injectors and have them ultrasonically cleaned and flow checked
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.