Not saying it's the right way but I took my egr out like a decade ago and made a block off plate for it on my 96. Never triggered a cel but a code will pop up with a scanner. Never bothered having it tuned.
If one simply blocked-off the EGR valve but
left it connected to the ECU, I might expect that to lead to some momentary, and possibly sporadic, lean conditions, e.g., when the ECU opens the EGR valve and backs of the fuel more-or-less simultaneously... then, once the O2 sensors register the (lean) disparity on account of the lack of exhaust gas recirculation and the ECU thus learns of it, the ECU makes adjustments to restore the AFR. How the engine performs during that period -- what's the "feel in the pants and under the foot" -- may or may not be noticeable.
If one
disconnected the EGR valve from the ECU (whether blocked off or not), I would expect the SES to illuminate.
I think there would be a better way of doing it (as
@Scubaru25 hints) such as tuning it, but that's just me. I've got no problem with simply blocking it off, except for the possible sporadic lean / odd drivability that might result.
"Tuning it" is what I did to mine, FWIW; I simply "disabled" the EGR function by setting the ECU's "EGR enable" parameter(s) so as to never enable it... otherwise, no additional changes, I left the EGR valve in-place and connected to the ECU.