It is ALWAYS going through the cooler, so long as the EGR valve is open. It is just a question of if it is going through the internal bypass of the cooler, or the cooled passage. If you cut one open, you'll see what I mean. Lots of people over think this.
The "hiss" changes more based on EGR demand, not actual cooler demand, and is also linked to turbo position, since the EGR passage out of the exhaust manifold is, like all TDIs with this type of EGR, before the turbine wheel. So when high boost is demanded, there will be high(er) pressure in the exhaust manifold (rule of thumb is 150% of intake pressure, that's why EGRs work even on turbodiesels).
While I am quick to diagnose a leaky EGR cooler on a BRM because I've probably heard 1000 bad ones, the easy way to tell is by letting the engine idle for a minute. While the engine is at idle, the EGR is open, flowing, and there is low boost. ECU is toggling the throttle valve and EGR valve based on MAF values to keep the EGR under control. The hissing will be minimal at this point. After a couple minutes of idle time, the EGR shuts (ECU sees engine cooling down, low(er) NOx output, no need for EGR... this is a typical EGR strategy for diesels). When this happens, the exhaust pressure is now higher... because the "relief valve" pre turbine wheel in the exhaust has just shut. So the hiss will increase in noise. Keep in mind, the engine has been at a rock steady idle RPM the whole time. Blip the accelerator, EGR opens again, hiss dies back down.