I actually installed mine yesterday - went to drill a small hole inside the EGR cavity (to the left looking in not the right) and literally the wall is only a ~1mm thick - bit went through easily. started it up after and all seems to work.
I wanted to use that spot as well as my EGT probe was installed there previously and didn't want to have to drill and tap a new hole and then have to get a shorter probe.
Was worried about shavings and such but took it for a spin last night and it seems to be working fine.
I got a plate and probe from McNally electronics that comes pre-drilled and then just bent the probe upwards to work.
Cheers,
Brian