The simple answer is your oil cooler has failed and isn't keeping the oil cool enough. Now, having the EGR deleted means that the EGR cooler isn't getting over heated due to starvation of coolant being blocked by the oil cooler so it can't fail and cause further damage, so it becomes a point of is the oil getting too hot? In your case, 230 is marginal, it's not hot enough to kill the engine but it's getting to be too hot for regular oil, still OK for full synthetic. So it's a toss - yes, the oil cooler has failed, technically, because it can't maintain the design temperature for the oil. No, you probably aren't hurting anything by driving it like this so far. Yes, you should plan to change the oil cooler. I personally would not change the thermostat - 185 is hot enough for the coolant and having it a couple of degrees below optimum for the coolant is good to help the oil cooler do as well as it can. The fact that oil temp does track with coolant temp up and down means that while the oil cooler is pretty marginal it's still working to some extent. If it had totally failed, oil temp would go up and stay up for a long time.

Brian