EGR as an abreviation for Exhaust Gas Recirculation is a system of reducing polution by returning certain amount of exhaust gases for "reburning".
Books say this "HP killing disease" started in Holywood early 70's and spread around the globe but not sure if that is right.
Never had one on my car and hope never to have one ever.
Re air filter, I use standard paper element from a nationwide cross-model supplier, not pursuing more HP than what I have. If you have K-Jetronic (not sure if same for D-Jetronic) an use say something like K&N for better breathing you will have to readjust idle speed and CO2.