Better play it safe. Lets close the EGR and drive it like you stole it.
...and install an oil catch can.
It seems to me that prevention is only half the battle. The latter half would be cleaning/maintenance as some carbon buildup is inevitable unless you truly believe that a vehicle can achieve perfect combustion at all times. I've seen many write ups about the other Diesel engines and cleaning the install manifold using various spirits. Is there a preferred non-take-apart method for our cars?