NOx is caused by your combustion chamber getting too hot. EGR is primarily geared toward reducing NOx emissions. By recirculating exhaust gases back into the cylinders it reduces the temperature of the combustion chamber and reduces NOx emissions.
What kind of gasoline do you normally use? If you tested with 87, try going with premium. If you always use premium, that might explain the carbon build up. Run 87 for a while.
What kind of spark plugs are you using? What's the gap?
Do you have any other modifications that you forgot to mention like an adjustable FPR?
Is your air pump working properly and all the plumbing in tact? Your cats really need air to work efficiently. I really don't think it is your cats. Hi-flow cats are better than the stock cats, flow-wise and clean-wise.
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351W 89 Mustang GT Convertible