Not sure about the price or gaskets but I would think new gaskets come with a new EGR--o-rings actually. When you take the bolts out of the EGR you will have to rotate it slightly and it's TOUGH to get out because of the carbon/gunk buildup. A simple trick is to take some strong WIRE and run it through the EGR bolt holes, tie the ends together and use a rod/pole/crowbar to pull up on the loop of wire. The alternator makes a great fulcrun for the end of the bar. It comes out straight up. A lady's foot crowbar also works good to pry it out. Again, it's a pretty tough pull, so get ready.
OH.....yes, that's the critter that you circled.