I have barely seen any increased with my EGR blanked, the turbo sudden burst seems slightly smoothed out and the lag has seem to disappeared a little on low revs but for me power increased seems minimal. My car only has 21k on the clock, the EGR was very clean to start with, plus it's had a service 1000 miles away recently.
I have notice a slight improvement in fuel consumption though, the instant and average mpg has gone up a bit very slightly for me, deffo think this down to the low mileage.
Another thing is that the gear change indicator seems a little slower or sluggish. My opinion on this is that the revs goes up faster than normal hence the car is a bit off with this information to process. for example, before when changing from 1st to second, the indicator would appear just before 2000rpm (1900 ish i would say) now it appear at when the revs have hit 2100rpm ish.
Stephan, although you are correct about the temperature increasing it isn't really a problem especially in britain, the engine managment light usually comes on when the temperature for the exhaust is too high, this is because once the temperature has exceeded a certain point it renders the cat/DPF chemical reaction useless and creates a coat inside of the cat/dpf that stops them from working. A good solution would be to drive with more ease and lower revs.
Personally i don't think you would experience this with british weather it isn't really warm enough most days for this to ever happen.
The rest about the increased power is incorrect though. Hotter gasses/air in the intake is bad and reduces power not increase. Cold air is more dense and allow better combustion, not only that, the turbo gasses go through the intercooler before it reaches the engine therefore cooling it anyways. The cooling cylinder on the EGR valve piping does the same thing as the intercooler for the turbo.
High revs and low speed is bad due to the lack of air to cool things down, blanked EGR or not, same result. High revs and high speed has increased air flow to cool things, EGR blanked or not, same result.
Since blanking the EGR increases temperature generally speaking, it's a good thing for diesel, this brings your engine up to operating temperature faster therefore reducing fuel consumption, the intercooler takes care of the rest so in theory, the temperature of the air going to the engine should be the same generally speaking, unless the weather is very warm where you may be driving at low speeds using higher revs, in this case there may be a slight increase in temperature. if this was to happen, the EGR shouldn't be flooding the engine with hot exhaust gasses anyways as it only opens when conditions are appropriate