I think I get the general idea. I'm doing something similar, but in my case it's in a supercharged petrol engine with MegaSquirt. I just used an extra fuel map and injector driver circuit, and my WI controller does pressure/flow monitoring to give a healthy/unhealthy signal to the ECU to switch the ECU between aggressive and conservative maps.
I don't know what form the EGR control output takes, but if it's an analog control then using an Arduino to convert that to PWM seems reasonable. The Motors/Mechanics/Power section of the forum is the place to go for advice on switching those currents. I think it's more than you could expect any normal shield or protoboard to cope with and you will probably need to design your own circuit. You might consider just bolting the transistors to a heat sink and using discrete wires to connect these to your vehicle wiring connectors and the Arduino signal/ground, rather than trying to use a PCB. In electronic terms the circuit is relatively simple and probably doesn't warrant the cost and hassle of buying motor shields and trying to adapt them.