Oh, here we go... Ok, my turn...
There should be zero difference in power (except when you're pulling into a parking space so who the hell cares?). The MKIII's EGR isn't even active at 70+% throttle (the only time you ever worry about making power).
Your mileage should NEVER increase from deleting an EGR system as half the affect is due to the system effectively REDUCING the engine displacement (see: Honda for how to achieve crazy high MPG)... the second half (and more important) is that it cools the combustion chambers. If your mileage actually increases then you didn't delete a functional EGR you just amputated a leg which only had a broken ankle.
EGR REDUCES combustion chamber heat, the concern about it increasing heat is just that the cooler is near cylinder 6 and there isn't additional coolant flow to that specific cylinder.
: rant2:
And one more thing... a "performance K&N CAI" consisting of nothing other than a crap air filter sitting in your engine bay is NOT a CAI nor is it gaining you power.... more often than not it costs you power. The stock air box is the better setup of the two.
I'll stop with the peeves and let the backyard boys have the thread back. I'm soooooooo done with this site.