it all depends on how badly your car loses power. My car suffered sever loss of power so it was something i could not ignore. At first the mechanice relised that was a build up of carbonised oil which he tried to clean but made no differnce that is why i had to get the egr valve replaced. faulty egr valves seem to be a common fault on diesel engines, im juts going by what i have already read on the internet and what the mechanic told me.
I recenlty bought a 2.0 tdci mark 2 ford focus. The mileage was 80, 000 miles on the clock. Basically i experinced similar problems to yourself wnere there was a turbo lag. I took it into mechanics and after much investigation i had to get the egr valve replaced. Since this has been replaced its been ok, touch wood, the part cost me £150