Mazda CX-5/Mazda 6 2.2 SkyActiv-D EGR Cooler WE0520304. EGR Cooler (Exhaust Gas Recirculation Cooler) An EGR Cooler is a heat exchanger in diesel/gasoline engines that cools hot exhaust gases before recirculating ... Request a Quote for Europe — send your OE number, quantity and destination country for a trade price.