i think we need to clarify something here.

Look at this picture and tell us if your EGR is where it is in the pic.



It wont be a dodgy oil filter, nor would it be the fuel filter, EGR, im doubting its more likely to be the injectors or pump.

If the EGR is not at the front then as Dan said it could be round the back, as they were on the early 130bhp cars (tdci)

As said mate, try the EGR but im thinking you will have to get the fault codes read because at the minute youre very much pissing in the wind.