This could be a lack of fuel pressure from the electrical pump at the tank. If the connections to this are corroded or damaged then the pump could stop at any time or could not be running at full speed. Check that its relay switches in and out and the relay contacts are clean and bright – replace the relay if in any doubt and do the same for the fuse, Ideally measure the pressure at the inlet to the main engine fuel pump and if this is low check the pump as described and also consider changing the fuel filter as if this partially blocked this too will reduce pressure.
If both of these are OK then also check the connections to the EGR valve, if either the vacuum pipe of electrical connection are damaged / corroded then the EGR can be on all time which certainly will hurt performance. Its also possible that its a fault with the EGR valve so its worth removing the valve and cleaning it out with brake cleaner, if it looks particularly clogged then replace it.
If this is OK then check the small vacuum lines to the turbo and its connected control solenoid on the bulkhead, any cracks or leaks can give turbo issues and its best to have the boost pressure measured to check that the turbo is healthy
Also worth checking that the glow-plug relay is switching off as they can stick on and leave the glow plugs also on - on some cars this can force it into limp home
Also worth considering a bottle of injector cleaner into the tank as a clogged injector nozzle will reduce power and give poor combustion - the next stage on from this is to remove all the injectors and have them ultrasonically cleaned and flow checked
If the above are all OK then try checking for airleaks after the airflow meter, any air dragged in here isn't 'seen' by the ECU and so not compensated for and leans the engine out causing rough running.As its a mechanical fault it tends not to turn on the fault light and you can sometime hear a 'hissing' noise with the engine running.
Check the hose clips for tightness and inspect the trunking for any cracks or splits and also all the vacuum system, the small bore pipes and fittings for cracks and missing parts.
The best way to locate a leak is to have the engine running and warm and then spray lighter gas around each joint in turn. If the engine rev's up you've found your leak.
Work your way through each possible joint one at a time and you should find it. I use a slightly flattened piece of brake pipe and some rubber hose from the can of lighter gas to provide a spraying 'wand' and allow a direct blast of gas into each area, especially those difficult to reach with large implements.