My EGR cooler was leaking, which is why I did everything that I did. You probably can just do the exhaust although I would not suggest it as the EGR cooler delete would be a ton easier to do with the exhaust off that it was with it on. When the EGR cooler fails it will leak coolant into the engine, causing your oil to become caustic and not visible to the naked eye. The only reason I knew I had an issue starting was because of oil analysis, then the coolant started disappearing at a rapid rate, but no evidence of it going anywhere.
I think you can just do the front part of the exhaust, not sure though without looking at the kits again.
Read the thread linked above, from about post 220ish on, to see all that went on with mine and why/how I did what I did.