As I understand it the item in your first link is a blanking plate (with 3 holes), the item in the second link is a gasket which you probably/possibly won't need if you fit the blanking plate(s). It sounds to me as if you'll need two of the blanking plates as there are 2 ports on the valve.
As I've mentioned in another thread I've been getting a fair bit of smoke whilst accellerating in my 156 recently (2005 1.9jtd 8 valve) so I took the EGR valve off the car over the weekend & cleaned out a lot of soot/black powder from the valve body (the metal bit) in fact it was pretty much full of the stuff! I used carb cleaner but there was no way I was going to get it spotless so I just cleaned it up as well as I could. I split the solenoid from the valve body but still wasn't sure how to remove the innards of the solenoid as it all seemed riveted in place; so I'm not sure if it can be dismantled by following the drill/tap out procedure as shown in the (rather excellent) 16v pdf. It was dark by the time I'd put everything back together again, but previously I used to able to see a cloud of smoke in the following cars headlights when I accellerated, but after the clean up I couldn't really see any at all
The car was still a bit hesitant at low revs, & took slightly longer to start, but seemed much faster/more responsive with little/no smoke & there were no warning lights on the dash.
I still wasn't entirely happy though so I bought a replacement valve off Ebay for £70. I fitted this last night & as I tightened the last bolt up I noticed that it was damaged in that the electrical connector head/solenoid body (the black plastic bit) was broken
I'm not sure if I've done this (I don't remember dropping the new valve) or if it arrived this way - it arrived very well packed in a polystyrene box with a card box outer - but I'm going to contact the seller & try for a replacement/refund - not happy at all.
If I don't get refund/replacement from the seller then I may try & make one good valve from the 2 dodgy ones & use the solenoid (the black plastic bit) from my old valve with the valve body (metal bit) from the new valve - I have no idea if this will work but I'll let you know how I get on.
The upshot of all that was that I had to remove the new knackered valve & refit the old valve
but at least it's better to drive than it was before