The easiest way to do this is just to leave the EGR cooler in place, and put the one block off plate they give you on the EGR cooler itself underneath, where the low-pressure pipe went. That way, you needn't mess with a bunch of trying to reroute the cooling hoses. The EGR cooler will just harmlessly hang out right where it was, and is just along for the ride. The high pressure side and everything else remains untouched.
The high pressure EGR tube stays in place, and the valve itself stays in place and is just never opened again.
The only things that get "removed" are the cat/DPF assembly, with the pressure tube/hoses attached, both the EGR pressure differential sensor (the one that screws to the valve cover) and the DPF pressure differential sensor (the one on the bracket above the electric fuel pump), the deNOx catalyst underneath, the exhaust throttle flap, and the final clean up catalyst behind it.
You take the right undershield loose, and unplug the orange EGT sensor connector, the rear lambda sensor connector, and the subharness for the exhaust flap (some cars do not have this subharness, the flap connector is part of that underfloor harness). Tie all that up, wrap it in plastic and tape it up real good and position it back above the plastic shield.
The pipe from the far end (bellhouse) of the EGR cooler, that runs up the backside of the turbo, can just remain in place, and I fill the rubber hose at the end with some sealant and stick the Torx screw in it that held the pressure sensor to the valve cover.
You'll be reusing the one EGT sensor on the downpipe (the orange connector.... different sensor from the one below) and the upper lambda sensor. The EGT sensor on the downpipe with the brown connector goes away. So under the hood, you'll only have three loose connectors to secure: the pressure sensor for the DPF (stuff that connector down below the fuel and coolant lines.... it is in the same harness as the electric fuel pump, which you DO still need), the EGR pressure sensor (zip tie that to the harness that goes to the vane sensor, they come up together), and that brown EGT sensor (which is hidden behind the bracket so it can stay put).
You'll be discarding the lower DPF bracket, but you will be using the upper (smaller) one. This is important, because by now a lot (most) of these cars have already had a DPF replaced, many under warranty, and the dealer techs just LOVE to leave that upper bracket off. Well, it NEEDS to be there, and since the new aftermarket downpipe has no other mounting bracket to the engine (aside from the turbo itself), if you do not put that bracket in place, the downpipe will crack around the welds at the turbo. So if your car is missing that upper bracket, nut, and bolt, order it new and put it on! Also get a new gasket and V-band clamp at the turbo, as the kits do not come with those.
I of course have never done this before, because that is illegal, so this is just what I guess to be the case.. ... I really have no idea.