-Use a hacksaw to put a slot in bolt head, then use a screwdriver to get out.
-Use vice-grips.
-Use a file to create 2 new flat sides, then use open end wrench of appropriate size.
-Hacksaw, drill or file bolt head off, remove valve then use vice-grips on bolt stub to remove.
I presume you have already backed off the nut on the EGR valve-to-exhaust manifold-tube. EGR valve must be removed from tube without putting any pressure on tube which could loosen lower nut at exhaust manifold since access to that nut is extremely difficult.
LAST RESORT:
Conclude that the diagnosis leading to you wanting to remove EGR valve is faulty and re-install removed bolt.