Lady is now back in order and I post here the solution, maybe other members are assisted by it:
I bought a band new Throttle Valve and fitted it in but problem wasn't solved so last Friday I called ADAC, they scanned and towed the car to an Indy (good one, highly recommended PM me for Frankfurt area).
Steuerklappe Drosselklappe Saugrohrklappe BMW 5er (E60, E61), 7er (E65,E66,E67) | eBayThrottle valve helped the car in a way, was better but revving and idling issues were there.
Indy replaced that part (hope it helps, found it in UK Ebay for your ease):
Pierburg Exhaust Pressure 722796010 | eBay After that was changed engine is good as new. It seems that half cleaning of EGR was enough and the faulty part was that.
Hope my experience in this case will help other members.
Will come back with new posts as I'm planning some retrofitting projects on the lady.
Thanks everyone for the replies, the assistance and for giving me directions.