Keep a mpg log and run it several months with EGR hooked up and then for several months disabled and compare the numbers.
Its not practical for me to keep a log because in Scotland where I live there are a billion red lights, thousands of hills, windy days, raining days, cold days warm days, a flat road or dyno test would be the best way to know if it hurt or helped my car, I have no access to a dyno, has anybody experimented with the EGR to get better FE?
Water is fuel, I just don't know how to make it work yet.
It actually all depends on the car. I know for the Ford OHC 2.3, the EGR helps the FE, as it introduces inert air into the cylinder, and so less fuel is used. It just hurts power, as it essentially behaves as a very minor displacement reduction.
Injecting fuel into the exhaust manifold to spool up the turbo will work, as it can create a secondary explosion to add force to the turbine. It's actually used in many rally cars to eliminate lag in the huge turbos they use. The only problem is that the turbos really don't last any longer than one race, as the anti-lag system is EXTREMELY abusive on the exhaust and turbo. (Just google Anti-lag)
EGR CAN be beneficial to FE. It can help by introducing inert gasses to the intake stream, which can decrease the pressure drop across the throttle. This in turn improves fuel economy, since the engine does not have to work against the atmosphere during the intake stroke. Of course, this probbaly only applies to some situations. Perhaps the cars that benefit from EGR vs those that don't actually REALLY benefit from better EGR controls. In other words, they apply it when it is beneficial (small throttle openings), but not when it is detrimental (large throttle openings).
Since EGR is inert gas (exhaust gas) with no oxygen, it can't help fuel burn and thus should not pass through the air flow meter. If you ran the EGR through the air flow meter then your car would run too rich. This would waste fuel.
The black powder is probably just soot that has collected from the exhaust.
I'm surprised that a 1990 Saab 900 doesn't have an Oxygen sensor- but perhaps that was the case on the European models. The American models do have this sensor (or at least I was able to find them listed as a part at a US auto part store website). It might be located on the inlet side of the catalytic converter (under the car).