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High combustion temps raise NOx levels. As stated, the EGR valve is there specifically to reduce NOx emissions. You don't say whether they were high for the idle test or for cruising. The EGR is supposed to be closed and won't help during the idle test. Make sure your timing is properly set and that it isn't running lean.
From: In a 1995 M6 Coupe, speeding through Connecticut
The printout doesn't mention if I failed at idle or not. It just gives the overall number.
I just did some searches where I actually spelled "emissions" right () and found some good info. It looks like a little love to the EGR and maybe some Seafoam might make things better.
If your EGR and timing check out, try the following:
fill tank with only 3 or 4 gallons of premium
add 2 containers of Heet Gas-Line Antifreeze and Water Remover or equivalent
Retard the timing to near the lower limit allowed.
I had the same problem last year. I unbolted the entire EGR system, but all looked well; also, the valve tested just fine. I bolted it back together, and proceeded to go pass the test with flying colors. The only variable that changed appreciably was that the first time, Richard Cranium stalled the car right before the test. After he restarted it he waited before testing, but maybe it was still in closed loop or something. (not my expertise!) Point is, it retested way under the limit the second time with no real changes. If all of your stuff checks out, maybe you too can be so fortunate.