I installed the Bulletproof Diesel EGR cooler 3 years and over 40,000 miles ago. It's working fine...no complaints. And I don't have any explaining to do when I get it smogged.
I'm sure a delete will give you more power, but I haven't seen any evidence of the unreliability that some people say comes with keeping the EGR cooler. I'm going to change to ELC coolant next time I flush...my first flush came at 60,000 miles...the truck has 108,000 now.

 

It reads on the website that the egr cooler has to be installed with the oil cooler or some other thing to work is that true

 

Yes. This is the way the stock EGR cooler is designed. Coolant flows through the oil cooler and then through the EGR Cooler.
The Bulletproof EGR Cooler is a direct replacement of the stock unit.