massively OT... sorry OP
A reply to giblets46, FiremanAxe, and symon, with all due respect you guys, i kindly suggest you do a little homework.
image from ePER for my Chassis number
Item 5 Described, in ePER, as a 'Heat Exchanger'... P/N:- 55210701 you can see on the drawing 2 unions for coolant next to the mounting brackets.
P/N will cross references to another AR number (probably for the 1.9JTD), a VX number (listed for Z19DTH, fitted to Astras and Vectras, maybe even as late as the Insignia, identical motors to the AR and Fiat 1.9JTD) AND a Saab number (Saab AFAIK only had a 1.9 diesel in the 9-3s that i always understood was the Z19DTH since they were in cahoots with VX before they went bust)...
I'll let you google the part number but sussexa has provided pics.
i am yet to come across an uncooled EGR in any form. i can only share my experience with my 159, my buddies '06 1.9 Diesel Vectra, Mercedes CDI engines of late (engine codes OM651 and OM652), Merc Commercials of late and Volvo Commercials of around the '07 era and ALL of the units i have worked on are cooled varients.
sussexa... i am aware of a handfull of instances with Fiat Doblos (1.9JTD) where the metal convoluted portion of the pipes split, but im pretty sure that they arent installed correctly at some time or another. I've not heard about the heat exchanger tubes cracking though.