Always check the simple obvious stuff first.
Check for engine vacuum at the EVR vacuum connector (it won't work without vacuum).
Apply vacuum to the EGR again, but this time through the EVR vacuum connector (to check the connecting hose).
Make sure the electrical connector is plugged into the EVR.
The EVR is that black plastic thing between the coil and the IAC. A 1/4 inch metric socket set (8mm I think) with a 2 inch extension will get the two bolts out from the back.
The DPFE is feedback to moderate the EGR. It would only keep the EGR closed if it thought there was too much EGR flow when there was none!
