well, ignore what your supposed friendly alfa place has told you, sounds like a load of old horse. There are plenty of people on here who have removed both EGR and DPF and so far no one has died, even the polar bears!
I would argue the opposite of what your garage has told you - engines, be it petrol or derv, have been designed to run without EGR and DPF / Cats respectively but the tree hugging penguin friendly brigade lobbied some vote mongering political types hard enough to scare them into passing legislation demanding we have so Bambi and Thumper don't choke on exhaust gases before they dive under the Pirellis.
EGR especially makes a car run like a bag of crap by replacing nice fresh air with less combustible exhaust gas, the idea being it is less harmful after it's been round a second time but this has a negative effect on the efficiency of the combustion process as you're allowing less oxygen (required in your fire triangle, kids!) into the cylinders.
I would also argue that EGR shortens the life of the engine by allowing carbon / soot etc to cycle back through the inlet manifold a build up of which is very well known to clog the EGR, the MAP sensors, the manifold itself and the swirl valves as well, which causes a vast amount of misery.
I can understand the caution with the DPF as there is word of legislation afoot to make it required, you can get around this by boring it out and remapping or for what it is worth just drilling a couple of holes straight through it to allow gas to pass, or as some find 5 or 6 holes about 20mm into the thing is enough to remove the finest filtration which causes blockage.
The DPF is a staged filter, a bit like grades of sand paper, with the most cause (open) filters at the front, nearest engine, to the finest (closed) filtration at the rear. People have found removing enough of this finest material allows for a suitable flow and should prevent any blockages.
Ask about or search the forums there are plenty of recommendations of places to get the work done.