Do I need a Exhaust Gas Recirculation (EGR) Valve?

You could try running a can of SeaFoam (6 bucks a can at Wal Mart and it’s great stuff) through the intake as outlined on the can’s directions. This can often clean out and free up a sticky EGR.
If you do this your car will smoke for a short time afterwards. This is entirely normal.

Other than the emissions angle the critical part is that you do not hear any rattling sounds (like a rock in a can) that may occur when the engine is warmed up and under a load; passing someone, going uphill, etc.
If you do not hear any rattling there should not be a problem with it. If you do hear rattling then I would advise trying to get it repaired if the SeaFoam does not clear it up as a chronic, long term engine rattle can be detrimental to the engine.