EGR mainly affects NOx. Your NOx is passing, so you might be inclined to think you don't need the EGR turned on. But wait a sec, high NOx comes from running high compression, or high temp motors or lean-ness. You've got a low compression, rich running motor at the moment, and if you have a 160tstat, a cold running motor as well. That will almost guarantee low NOx even without EGR or a 3-way cat. As you get your motor better tuned to pass HC and CO your NOx will rise, in which case having a functioning EGR will become more important.
Where to start? You'll need SM to check a few things, without one you could take a gander at MAF (even a new replacement might be flaky), o2 sensor (cheap), stuck injector - a fp gauge showing drop in pressure could show that and/or just look at the plugs, bad injector signal from ecm - rent a noid light from your auto store. And the big ticket item - the cat. Host of other things, weak spark, lean miss, etc., but some sort of monitoring device will help greatly. Good luck!