Thanks for your advice.
I cleaned it last night, and then used what Halfords are announcing as 'new' Meguires 'Cleaner Wax'. It supposedly covers all 3 of their 3 step Clean/Polish/Wax stuff, so I thought I'd try it, and I'm pretty impressed to be honest! I don't know if FOC have a prefered brand though!
I've already blanked the EGR, but despite doing a fair few miles, it's turned the engine management light on, so I may remove it again. I've confirmed it is the EGR High alarm, but it means I can't see if anything else goes wrong while the light is on. That said, I've been getting 55mpg on the last 3 fillups (checked at 52mpg via Road Trip on iPhone) so I'm well happy!
I've recently replaced the air filter so I'll stick with that for now (replaced like for like as the old one was knackered, warped and didn't fit - bit of an emergency buy). Do you really see a big change with a Green Cotton?
I'm tempted with the mudflaps, and I don't think I'll be putting the zetec S kit on it any time soon (finding it in Sea Grey is tough, and I can't afford to have it painted!), so may well go down this route.
Also picking up an ST grille from Ford at lunchtime today!