It's worth having a good poke around the engine bay (under the engine cover) to locate all of the vacuum pipes that distribute vacuum to the EGR valve, and especially the variable-nozzle turbo actuator. These can get worn or split due to age, underbonnet heat or bad routing, and this can in turn cause all sorts of niggling symptoms. They can easily be replaced with silicone vacuum tubing from a motor factor (or eBay vendors, which sell it by length, just pick the right internal diameter of hose).

Same with the N75 and N18 solenoids which switch the vacuum between the various pipes: these can start to stick as they get old, giving mysterious symptoms. Don't replace if you don't have any problems, but if you do start to get strange engine behaviour such as intermittent boost, etc, look at these first.

Also, the big hoses which carry boost from the turbo to intercooler, and intercooler to engine can go soft and split. Easy diagnosis - you get zero turbo boost and a lot of whooshing noises - and again, easy to replace if needed.

But if in 3rd gear, you can plant the throttle and the car leaps forward and keeps on revving to 4,000+ without hesitation, it's probably fine.

Most important always use PD spec oil because anything else can damage the cams!