I loosen everything like Bob said. Loosen the up-pipes at the exhaust manifolds, loosen the y-pipe connection at the turbo, loosen the down pipe at the turbo, and loosen the turbo mount bolts.
The first connection you should tighten is the y-pipe to turbo, this is always the one that leaks after an EGR delete. Get that seated first. Then tighten the up-pipes to the manifolds. Then tighten the down pipe, then lastly tighten the turbo mount bolts. Works every time.