2006 EGR and internal oil cooler were replaced after failing a couple years ago..

Does anyone know if the replacements (from Ford, done at a dealership) are supposed to be good to go? Or should I look at aftermarket stuff and a delete?

 

If they were replaced, just monitor the spread between your oil and coolant.
An increase of 15 degree or more, then I would schedule replacement.

 

The cooler and EGR would be Ford unless specified otherwise. A delete would be up to you and your emission requirements.

 

As long as they did an appropriate flush first you should have many years of service with regular coolant drains and refills.
Like said above, watch your oil and coolant temps. and as long as everything is in check there's no reason to replace.

 

What caused them to fail? Was it coolant that clogged, or oil?

 

Coolant. it collects dirt (ie casting sand, and the coolant breaks down into silica) and stops up the coolant side of the oil cooler.