Legitimate grey imports are required to comply with ADRs. It is illegal to disconnect or disable any emission control devices or systems that effect ADR compliance. So if you have a black smoke problem it may be because the EGR is not working as it should. This situation is also illegal and you are obliged to fix it properly so that the vehicle still complies with ADRs. If you fix it by removing/blanking off the EGR you may not legally operate the vehicle.
I know lots of people do it and very few (none) get caught but the penalties are worth considering. Please, I am not telling anyone what to do or not do but just suggesting think about it.