When you pug in the tuner, you have the option to turn the EGR ON OR OFF, once its off you will lose the Check engine light.
The x4 will come with 4 tunes: 50hp tow, 65hp tow, street, and performance. My go to is the 65hp tow, it shifts good, I get about 1.5 mpg better, little to no smoke, and...