Many petrol engines, including some of the 1.6 engines found in the Leon, have EGR. BCB, AZD, AUS and AKL engines have EGR, AEH doesn't.
Vacuum is used as source of power for actuation and control on very nearly every car in existence. All Leon's use vacuum assisted brakes, for example. In a petrol car the source of vacuum is the intake manifold, downstream of the throttle valve.
As for the original question, I was hoping someone with a 1.6 would step in. As far as I can tell, the EGR valves on the 1.6 engine are located on the exhaust manifold. Look for a small unit attached to the side of the exhaust manifold. It will have two pipes attached, one going to the inlet manifold and a narrower one going to a solenoid valve - this is the vacuum line, controlling the valve. To test if the EGR valve is causing your problem, detach the vacuum line and tape it up out of the way, plugging both open ends with cotton wool, tape or any other suitable plug, to maintain vacuum and to stop dirt getting in. You may well get the Engine Management Light illuminating on the dash when you do this.
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