Sorry to say, but I think you have just joined the moderately long list of people with cracked EGR coolers.
This link on bimmerfest covers the topic fairly well. In particular, post #34 has a picture that looks nearly identical to yours. The EGR coolers are prone to cracking at both the lower (aka "hot") junction where the exhaust gases first enter the EGR cooler, and then also at the upper (aka "cool") junction where the cooled exhaust gases bleed into the intake manifold via the EGR valve. I don't know the exact numbers, but it seems the upper/cool side more commonly cracks. There was a service bulletin where BMW added a bracket to attempt to better support the EGR cooler and decrease the potential for cracking. Not sure if you have had the service bulletin work done.
There have been a few comments about trying to weld the cracked EGR cooler, but most people recommend replacement. Kind of expensive if done by the dealer - lots of quotes in the $1500-2000 range. I believe the part is around $500. A post I made earlier (
link is here) about thermostat replacement covers most of what needs to be done if you want to replace it yourself. Be sure to check out a posting by ninja zx11 (
link is here) about the proper technique for tightening the EGR cooler bolts - incorrectly tightened bolts might put undue pressure on the EGR cooler with subsequent early failure of the new part.
Not sure if you can get BMW to pay for this repair. You're beyond the usual warranty period, but you might qualify under a longer emission warranty period. I've heard people say the emissions warranty period lasts for 70,000 miles in the US, but I have no idea whether that is also true in Canada.
Good luck.