The EGR should just unbolt at the LIM and shouldn't require a gasket.
If you plan to remove the Throttle Body for any reason, you'd need a gasket for that.
Otherwise, I think on 04+ there is a coolant elbow that you could replace while it's off, most are going for the aluminum ones but the OEM replacement would work. After time they get brittle, crack, and you have a heck of a coolant leak. Consider it.
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