I've never cleaned an EGR valve (my engine doesn't have one) but I'd guess you remove the valve and spray it out with brake cleaner or the like. Make sure the hose isn't clogged either.
This adapter is a good one. Basically, you plug the adapter in your vehicle's OBDII port, pair it with your phone over Bluetooth, then use Torque to interface with the car. Torque can pull and clear codes and read a lot of live data. Some vehicles have more sensors and such to read than others. I read & log coolant temp, engine timing advance, engine load, engine RPMs, intake air temperature, and speed (OBD and GPS).