To remove engine cover:
1) Locate 4x bolts (hex) - 2 at the front, 2 at the back.
2) The 2 bolts to the rear are obscured by a plastic host track. Remove plastic hose cover by unclipping and pulling directly forward.
3) Undo bolts and lift / pull whole cover toward the front of the car.
To remove old EGR Thermostat:
1) Undo coolant cap to release pressure. Do not attempt if engine is hot.
2) Locate 2x bolts (9mm hex) and 1x hose-clip
3) One of the bolts is obscured by a vaccum hose. This is fixed by a single bolt (star) - unscrew the bolt, and wiggle / prise gently / pull the hose from the hole. Once removed, ensure red O-Ring is intact and in-place, and then move the hose out of the way.
4) Undo 2x bolts (9mm hex) and slowly lift the thermostat. There is a yellow O-Ring which creates the seal. Check it's condition and replace if necessary (60p from BMW).
5) Locate the hose-clip and undo. Pull the thermostat to remove.
6) The EGR valve did leak a little, which means you may need to top up once it's fitted.
Fitting is the the reverse of removal. Once the new thermostat is in place, clean and dry the surrounding area, and run the engine for a moment to check for leaks.
If coolant / water has spilled onto the belt below the thermostat, there may be a squeal from the belt at first.
Dean