From my reading when the EGR opens the this will reduce the volume of air detected by the MAF which should reduce the voltage seen by the ECU.
The shunt is a voltage divider which is designed to fool the ECU into thinking the EGR valve is operating. If the shunt supplies a voltage lower than the ECU expects this may be sub-optimal as far as the ECU is concerned IMHO.
At the end I'm a fussy bugger and like to make sure all is as good as it can be, besudes it can't hurt to have a play.
Plus I've never really trusted those pesky Europenas