EGR should not impact your MPG in any way. Its an emission controlled device. Its to make your tail pipe emissions cleaner not reduce your MPG. When was the last time you checked tire pressure? Fuel filter? Possible partially clogged CAT? I know sometimes after sea foam in the intake or other aggressive quick intake cleaners could clog up the cat....
2001 ZX3 2.0L Zetec-
Hatch Nation #42
Going through Rebuild See "The TICK Build Thread" for details (http://www.focusfanatics.com/forum/showthread.php?t=289168&referrerid=62897)