There's a couple of different versions of EGR pipe on these things; some of the euro models use a water cooled EGR pipe and that may complicate removing it. Don't know what yours has but mine is just a straight pipe - no water cooling.

A simple kit like this is the tidiest way to remove it completely but you will still get the DDE error logged.

BMW X5 E53 3.0d Diesel EGR Valve Delete Bypass Stainless Steel Tube Blank Kit | eBay

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Wayne
2005 BMW X5 3.0d (b 02/05)
2001 BMW F650GS Dakar (b 06/01)