if your new header (manifold) has block off plates installed, thats all that needs to be done, the EGR (exhaust gas regulator) is removed.(blocked off) period. Excuse me, its not removed its obsolete, defunkt, no workie. just follow all the existing EGR piping back to the...wherever...and block off that too. your not using it.
So, in answer to your question ( i hope) No. you do not NEED to remove it, but YES you can remove it, IMO, I would remove it just to simplify the under hood.
hope that gets it all figured out.
Oh, and def go with a good quality gaskets.
-John