Get on eBay and buy a copy of the DIS and a cable. You can then read and reset the fault codes. There are lots of faults that won't put a warning light up. It's an essential if your going to maintain and service your X3 yourself.

Regarding cleaning the EGR if that's clogged the inlet manifold will be as well. Not difficult but a horribly dirty job to clean out all the muck. Improved my MPG once I'd cleaned mine