Bottom line, parts are cheap, doing mods to prolong the life of the engine is fairly pointless unless special circumstances apply. Leave the system intact and do some other power mods with a tune. You need to focus on bang for your buck. The $ saved in MPG increase will be negated by the cost of service to delete and modify the emissions system.
Unless you’re going with a big power requirement, you will not see any benefits (in your wallet or in power) at all.
A better set of nozzles and a tune will be about all you care about and will be more than enough to turn your ride into a fun drive.
Most of us older cars do EGR deletes due to issues back in the day like high sulfur fuel and intake cake up and parts difficult to replace for $ return. The older AHU had the EGR on the intake and a new one was the only solution vs just the part. I opted to remove mine for that reason initially but kept with the delete as I put more power mods on and wanted a cleaner intake. Now that we have low sulfur fuels, intake oil and EGR caking is not much of an issue any more and VTN turbo clogging is all but gone unless valve seating, lifter and oil seas are in need of repair. Your new modern TDI's have this stuff resolved for the most part and the reasons many of us deleted ours is now longer necessary for those reasons.
I would advise to keep it all intact but go with alternative mods. I know it can be a bit of a pain dealing with additional fluids and regen and lower MPG in the winter but it’s a tradeoff.
Not to go down or stir up diesel gate issues, but VW engineers make more money that any of us combined at the job they do for a reason, thousands if not more hours are put into R&D to make things work properly and you or I or almost any of us are not qualified to modify thing to make them better, IE.. Intake filters, Emissions controls, and many other grass root / shade tree mods. Did VW make things that can’t be improved, not saying that and all of our venders will agree that there is much to improve, but with that said, you’re buying a functioning car that complies with state and federal laws and is economical to produce and will give you hundreds of thousands of miles with standard maintenance. Unless it’s part of a tuners build, don’t deviate and sick with what you have. If you have a 250hp goal, do what you need to for it, but if you’re trying to get a few more MPG, go buy a scan gauge II and learn what gets you more MPG via driving habits. I jumped 3MPG better just be observing how many GPH I was using and tried to use less to do the same work.