A vacuum leak can do odd things. The light comes on when conditions fall out side the norm. If the tube from the exhaust to the valve is bad, then you need the whole EGR, the the tube from the EGR to the LIM is bad, you only need that tube. I'll have to make sure I have it all, but how does $45 shipped sound for everything.
The EGR to LIM is the only one you can remove, easily. One bolt on the LIM, and one bolt on the EGR. I would suggest removing the bolts that hold the EGR to the head to help make a bit more room to wiggle it out, otherwise your going to be flexing the tube to much and risk damaging it. Keep in mind it'* thin, it gets hot, so it'* going to be a bit fragile.