There are two issues that will cause exspensive repairs if not monitored.
EOT and ECT will need to be monitored to tell if/when your oil cooler gets blocked. If the delta between the two gets greater than 15* under normal driving conditions, the oil cooler is getting blocked. When the coolant passages in the oil cooler gets blocked, there will be no coolant to flow to the egr cooler which can cause egr cooler failure. Giving enough time with a failed egr cooler, coolant can end up in the cylinders and cause the stock bolts to stretch to cause HG failure. Even with a egr cooler delete if you don't monitor the ECT and EOT, when and if the oil cooler gets blocked, the oil can get super heated and cause the plastics in the oil filter housing to melt and damage to motor.
Fuel Pressure gauge--when fuel pressure drops below 45 psi while normal driving and at WOT, will starve the injectors and cause them to fail.