BRM rough idle at operating temp, hiss from EGR, and check engine light.

Hey everyone, new member here. I've been driving a 1.6TD Jetta and decided I like these VW diesels enough to buy a newer one. Yesterday I picked up an 06 Jetta TDI for $2000. When I test drove it it ran phenomenal. I could hear the hiss during the test drive but had an idea of what that was and I hope to egr delete it anyways. Drove it 30 miles home, still great, pulls hills no problem. Sometimes the egr hiss seems to delay the turbo spooling if that makes sense? Hiss goes away and turbo takes off. Got it home and it was idling slightly rough and threw a check engine light. Roughness goes away with any throttle. Could this all be egr related? No thumping sound from the intake indicating cam failure. When cold it runs smooth as glass. Thanks in advance for any help!

Code was glow plug #3 for whatever reason. The shake is more noticeable after some driving and coincides with a slight clatter/rattle in the engine bay. Goes away with thottle. I'm thinking either the DMF is going bad or the there is something going on with the EGR. These TDIs are all new to me.