W906 sprinter egr or h/gasket

[Dantay47]

Help needed please. We have a 2008 w906 sprinter 315cdi 4x4 58000 miles and have had a test done by mercedes and was told head gasket or egr has a leak.
They suggested fitting a 500 pounder egr valve first as cheapest option. My question is, is there a way to determine which one has failed before just throwing new parts on at great cost 
Also is it possible to fit a erg valve yourself as I've been told a new one needs to be programmed and could a head gasket be fitted by a home machanic.
Thanks for reading, hope for some advice.

[mighty kitten]

Take the exhaust off at the turbo and pressurise the cooling system up to 20lb , if the cooler is leaking the coolant will end up coming out of the turbo exhaust port , usually leaking coolers will produce a lot of water vapour on first start