No, but getting rid of the EGR can throw a code and cause the engine to not run correctly. There are delete "plugs", all sorts of gimmicky ways to get around it but the only CORRECT way to delete it is to turn it off in the tune. I've left the EGR functional in every car I've had until I've had it tuned, then I have it turned off and I delete it.
2000 Mustang GT Steeda #0048
Just because I give you advice, doesn't mean I know more than you. Its just means I've done more stupid ****.