To answer your question: I would recommend installing an EGR delete. Flo-Pro's delete would be a good place to start. The coolant is still circulating in the EGR coolers. The XRT just disables the valve I believe. Maybe some others can chime in. Some do go with blocker plates and a re-route to do a "stealth" EGR delete.
I am picking up an XRT, 5" DP back Diamond Eye and S&B tomorrow from PTP!!! (Happy Birthday to Me!) How do you like the new truck? I did not go with an EGR delete just yet. I'm happy to start with what I'm getting right now.