I found that the nuts holding the EGR to the pipe (from the exhaust manifold) were rusted too badly to remove. Instead I removed the EGR AND the pipe together. This involves undoing the compression fitting that is on the other end of the pipe (at the exhaust manifold). It's a 21mm usually. It can be tricky to get to (the inlet manifold gets in the way), but it does loosen fairly easily once you get good access.
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