If your car's running smoth then just get the egr turned right down in vagcom, I only disconnected mine because I was having problems with it. As for the light coming on as far as I've read it wont cause any problems, it's just annoying. If you do need to disconnect it for testing though you can just clear the light later with vagcom or that once reconnected. The downside is that with the egr disconnected it does take longer to warm up but that's all.