I'll throw my 2 cents in. I just did the EGR Delete on my '03 engine. The EGR Cooler itself looked great! It used the cooling tubes inside the round cooler just like the aftermarket EGR coolers do. Maybe not quite as beefy, but same theory. I guess the later square coolers used radiator style fins inside.
That being said, the thing that kills EGR coolers the the component directly upstream from it, the Oil cooler. That thing gets plugged up with junk in the coolant. Once it is clogged, you don't get enough coolant going down to the EGR Cooler, and it melts down. I would imagine just about any EGR cooler would melt down if it wasn't getting any coolant flow.
So, that being said, there are only two fixes that I know of. Either way, you've got to keep that oil cooler clear so the EGR can keep coolant getting to it.
Here's the cheap fix. First, check your Coolant to Oil Temp deltas. If they are 10 degrees or under driving down the road at highway cruising speed, you're oil cooler is okay. (probably) Install a coolant filter to pull debris out of the coolant to make sure it stays okay. If your deltas are not okay, you're going to need to first, replace the oil cooler, then check the EGR cooler to make sure it hasn't ruptured (Pull the EGR valve and see if it is wet), and then install a coolant filter.
A lot of people at this point also delete the EGR cooler. Because if the EGR cooler melts down, and you're pumping hot exhaust, and steam into your cylinders you can blow your head gaskets.
The expensive dream fix would be to install the true "BulletProof" kit from BulletProof diesel that would replace the oil cooler with an external cooler that sits in front of the radiator, replace the EGR cooler with their beefed up cooler. Oil System
Then I'd go ahead and install the coolant filter from Performance Machine.