NOTE: This is the article I wrote for the same procedure on my Saab 9-3. The engine appears to be exactly the same on my Stilo so I've reproduced it here.

What you'll need
I didn't really take any notice of the sizes I used so I've linked to sets instead. I had a socket set and a torque wrench already, I just had to buy the Hex Key socket set.

Star bits to remove engine cover
Torque Wrench (low torque)
Hex socket set
Socket Set
Carb Cleaner

Location

The EGR valve is located at the back of the engine on the right looking at the car from the front.
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Removal

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Remove the engine cover by loosening the two star screws at the front and then lift off.

All in there are three bolts that need to be removed with a regular socket or spanner and four that you'll need a hex socket for.

DISCONNECT ELECTRIC PLUG Unclip the black plastic shround from around the plug marked in yellow then push in the clip and pull it off the EGR valve

REMOVE FOUR HEX BOLTS Firstly use your hex socket/wrench to remove the bolts marked in green, there are two attached to the engine block and two that attach a pipe on the underside of the EGR valve. I had to use an extension to undo one of these, it's quite tight but you can just about fit a standard wrench in to loosen them.

SAVE GASKETS There are gaskets in between the engine block and the EGR valve and the pipe and the EGR valve. I reused them so make sure you don't drop them.
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REMOVE THREE BOLTS Remove the three bolts marked in blue. When you pull them out the bracket for the engine cover that is between the EGR valve and the engine (marked in white) will be loose and just pull out.

The EGR valve will now be off. Most likely it'll be completely coked
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CLEAN EGR VALVE I used a toothbrush and carb cleaner. I sprayed loads in, do this outside where it's ok if you make a mess. It's filthy. WEAR GLOVES - I didn't and I still haven't got my hands clean! Make sure you've got it as clean as possible
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CLEAN ENGINE INTAKE Where the valve attached to the engine block was filthy as well, I used a screwdriver to flick the carbon out and then a finger soaked in carb cleaner to rub around and get it a bit cleaner. Try not to let much of the carbon fall into the engine block

Reinstall EGR Valve
Reverse the removal instructions to reinstall the valve. It's fiddly but easy enough to do alone. Altogether it took me about an hour and a half to complete the job - I was taking my time so as not to drop anything etc. Note: When reinstalling; the three bolts that go through the engine cover mount into the engine block should be torqued to 25Nm.