I don't necessarily think it's a ROI from fuel savings that would motivate one to do this. The EGR cooler on my CNRB is leaking internally, and I'm already deleted and tuned. EGR cooler alone from VW in Canada is $2150 plus tax. Sure, a bunch of people still have the extended warranty, but I would much rather just completely delete the hunk of junk and not have to worry about future problems. I would not be looking at it from a fuel savings perspective in my case.
My cooler has been leaking internally and sending coolant into the intake as well. Started out as having to add a bit of coolant every couple months to every few weeks. Since the problem started, I have gone though probably at least 5 gallons of coolant. I wish there were enough competent people around where I am that could fabricate up what your buddy did. Closest TDI mechanic is 3 hours away, and I've been trying to get my Touareg in to get looked at for 6 months with no luck. I wouldn't trust any shop near me with engine repairs, let alone off the cuff modifications lol; so I hope I can get my hands on one of these GMW kits.