I think Southend is right on. I also think that if you delete your egr cooler, you should check the health of your oil cooler first. To do that you need gauges or a monitoring system. I bought a Dashboss, which monitors Coolant and Oil temperature out of the box (you do need an ipod, iphone, or ipad with the dashboss app). My dashboss cost about $100.
Here's the thing, our stock gauges aren't accurate enough to reveal a problem with the oil cooler, and if your truck has been running the Ford stuff (not the red stuff) you probably have a partially clogged cooler which will need to be addressed. You may know already how to check the oil cooler. Run the truck on a flat road at about 70mph for 15 mins. That gives everything time to come up to temperature, but doesn't put such a load on it that things start really heating up. If engine oil temp (EOT) climbs to more than 15 degrees over Engine Coolant Temperature (ECT) you have a failed (clogged) cooler. Most people agree that a temp 10 degrees over and your cooler is on its way out and needs to be addressed. Mine was 25 degrees over with no symptoms and all gauges were in the middle of thier ranges!
So, my suggestion is to spend some money and get gauges or a monitoring system. Then you can keep an eye on many issues that could take you out down the road. My dashboss paid for itself by letting me know I had a failed IPR.
Next, how to handle things if you do have a clogged cooler:
1. Spend a little more money and get a coolant filter and install it
2. Flush your cooling system with Restore and Restore Plus (try backflush described on the forum if you are close to acceptable range, some guys find that it cleans stuff out enough. I didn't) This is a several hour long project if done right.
3. Change your new coolant filter after flushing (my kit came with three)
4. Run several hundred miles with new coolant filter. Hopefully it isn't so cold where you are, then you can leave distilled water in for that short period of time. That gets the crap your flush broke loose out of your system. Skipping this step could lead to clogging your brand new oil cooler with sediment that is floating through your cooling system, it's happened to many guys here, and I think it happened to me. I had a 5 degree difference when I first installed the cooler, and now it is 9 degrees.
5. Change out your cooler and replace your coolant filter with a new one.
6. Run CAT-ELC1 Coolant, that's the red stuff. It won't clog stuff up!
If you live near me (Sacramento) I'll let you use my dashboss to see if you have a problem. (I'm pretty sure that's possible). I even have enough Restore and Restore Plus left over from my flush to give you.
Check out this video series:
It's posted by a Master Diesel Tech, and he walks you through the EGR and Oil Cooler R&R step by step down to torque specs! Took the mystery out of the job for me. He also has a great post on flushing the 6.0.
Best of Luck, I hope you are up and runnin soon!