Does it really make that much of a difference??
No, an EGR and MAP sensor clean do though.
Because it allows the temps to drop too low at idle burning out glow plugs and gives an unclean burn and clogs the turbo and exhaust with soot. You also need the metered heated exhaust gas to bump up the inlet air temp at idle to prevent thermal shock in the cylinders. The real solution is to annually clean the EGR and MAP sensor and scrape out what you can from behind choke valve bolted to the inlet, that way the car will run as it should, plus every few years with your cambelt change it might be prudent to to remove the inlet manifold and clean it out properly too.
Think, now that all this soot isn't going round to the inlet, where IS it going?
Also what are the 2 things required to burn diesel?
Out of the exhaust i would imagine.