Bought my 09 plate XF S 4 weeks ago, private sale 96k miles. 125 miles later, got the Restricted Performance in red. Jaguar dealer advised not to drive, so got it RAC recovered to them. They diagnosed EGR valve £433(incl vat) for replacement CSOV valve assembly, £190 (incl vat) for diagnosis, strip and replace.
Got it back last week, done 340 miles, all seems ok now and ave 36mpg
They gave me the replaced assembly, it appears that a previous owner had replaced the actuator, looks like it could have been stripped down further without total replacement being necessary. Maybe it still has some value in it!