With the 1000k service done did the mod a few days ago myself. It's worthwhile doing. Can't report on the fuel economy yet. There is less lag, cruises a little cleaner/smoother, much less black smoke and even mid range grunt has improved. One thing I have noticed is there is just the slightest hint of nailing at idle. I could be hearing things tho and it could of been there before.
Since the EGR valve is normally closed at idle anyway, blocking the EGR pipe will have done NOTHING to the characteristics of the engine. It might just be something you hadn't noticed before, but now that you are paying particular attention, you've picked it up. Unblock the EGR and see if the sound goes away would be the best thing to suggest.
If it DOES go away, then your EGR valve is faulty. EGR at idle is not a good thing!