Yeah, you have to make sure to plug the (now unused) hoses that went to the DPFE.
The EGR pipe will normally be pretty hot. Considering it's connected to you catalytic converter. The only thing that would make it run hotter is if your EGR valve is suck open.
That would cause hot exhaust gasses to continously circulate through the EGR pipe.
I've also learned that you have to reconnect the hoses back up to your DPFE if your battery gets disconnected. Let your PCM re-learn things, and then disconnect them again. You get a CEL if you try to run with the EGR connected directly to the DPFE while the PCM is in learning mode.
HTH,
BP
