Just to close this topic and avoid causing any confusion, the photo I uploaded in the first post is not the EGR valve.
The EGR valve and cooler are located on the lower left rear side of the engine. The side of the valve can been seen looking through the gap indicated by the box in the photo.
Foy anyone wanting to attempt this as a DIY, I can confirm it a 6+ hour job, and requires a great deal of patience
With regards to the Cataclean, I used it back in April and drove to work (~35 miles) in 5th gear so the revs were at around 2000rpm
There are several corners and roundabouts within 0.5 mile of leaving work before I get onto the A road. On the way home, I instantly noticed the car was much smoother accelerating so ran the Cataclean through another 35 miles.
I took some measurements from the particulate filter before and after that can ben found here:
Obviously it didn't fix the P2002 error because at the point at which the light comes on, removal is the only option. However in my view Cataclean is a superb product (thanks @Stevey Y). The car still feels very smooth when cold even before having the EGR Cooler and Valve replaced, so I have continued to use it at the frequency recommended. I've since mentioned it to others for their cars (other Audis, VW, BMW, Vauxhall) with mileage ranging from 60 - 240k and they have all reported the same outcome from the initial dose.