"Went to use..." sounds like the car's been sat around for a long time doing nothing?
I doubt you have an EGR problem. If the valve was seized up (e.g. sitting around for a long time doing nothing) then you would likely get an "Engine Fault" message on the dashboard LED. Conversely, if a pipe was blocked (although not sure how not using it would cause a pipe to become blocked) then that would not generate any errors at all. EGR blanking plates work by blocking the pipes and they don't cause other problems.
I presume you didn't see a glow plug error on the dashboard LED? If you have reason to suspect your dashboard LED isn't working/sensibly then it may be worth a punt taking out each glow plug and connecting it to a battery to see if it lamps up and glows orangey. But only do this out of interest or while you drink your tea/have a cake or bacon sarnie.. usually Stilo gives an error if a plug is out.
Similarly.. I presume you didn't see any error about water in the fuel? There is a drain on the bottom of the fuel filter canister which you can unscrew by hand once you have removed the electrical plug and that lets any water out of the bottom (there's a stub where you can attach a small hose, so as not to **** oily water all ober the gearbox). Personally, I would remove the fuel lines from the canister boss/mount and then unbolt the whole thing.. then unscrew the canister from the boss away from the bulkhead.. there's just more space. Keep the canister upright to avoid sloshing diesel everywhere.
If the canister drain comes out clear (just diesel) then it's either the pump/fuel rail pressure or the ECU doesn't know the engine is cold and is not richening the mixture.
Does the beast run better when it's hot, or does it do this hesitating all the time?
If it's not hesitating when it's hot .. if you drive it under load, e.g. up a hill, does it hesitate then?
And what's your coolant like? Clean and pink or full of brown sludge? Does the level stay constant, or do you lose a small amount of fluid over time that constantly needs a bit of a top up?
Ralf S.