Unplug it, and just tuck it down the side of the airbox. There are already loads of unused connectors in the 300tdi engine bay, so another one is not going to make a difference.
It will have not adverse effect and any electrics IP. etc.
The EGR pipe was probably sooty and full of muck, thats in your inlet manifold, it would be worth taking that off and give it a soak in kero, get all the muck out, clean it all up and let it dry before refitting.