Time to bump this a bit....
The dealer effectively washed his hands of it having said 'it drives great' (it does, except as described). Anyway, it doesn't matter since the condition it came back in means the car will be going nowhere near his premises, or that of his 'experts' ever again.
Anyway, 3 months on and the car is pretty much the same. It hasn't got worse, and I can almost drive around it anyway - but its still pretty annoying.
I've blanked the EGR, and as stated above the MPG is still good. The symptoms have changed slightly.
1500-1600RPM there is a shudder, almost to the point of a judder/multiple misses, and it appears to have somewhat of an effect on power. This is hard to be certain on though, as I've said, generally its when the car is pulling in a high gear, and as such acceleration is not great anyway!
Between 2000-2200RPM there is a secondary finer vibration - almost like a very specific wheel balancing issue or a drive shaft wobble.
Over the past 3ish months I've researched bits and pieces but not got any further forward.
Also while changing a headlight, I removed both light clusters and had a look at what pipework I could see. The intercooler pipe from the intercool left side to the front of engine was solid, but had wet oil/grease around the engine end. It seemed solid enough - but could this be an issue (from above, it seems not related anyway I guess)
Now the EGR is blanked, and based on the information gathered in this thread, I'm thinking injector fault or turbo failure - but at 50k the latter seems unlikely.
I'm unlikely to fix an injector until it fails completely, but would be interested in any further views.