This kit, although it has some parts you don't want/need, is cheap enough and has the EGR gasket: Gasket Kit GT1749VA Audi A3 VW Golf TDi AZV BKD BKP 2.0L 03-06 724930-5012S - GCG Turbochargers Australia Pty Ltd
Perhaps you could contact GCG Turbos and see if you can just buy the EGR gasket?
Also this might be of some help when the time comes to do the work: Cleaning the EGR and Inlet on a GT
If your o-ring is still in good shape they can be reused, but if it needs replacing you should be able to source from Supercheap/Repco or even places that sell nuts and bolts. Otherwise buy from here: Buy Egr valve gasket for VW Golf V Hatchback (1K1) 2.0TDI, 140 HP BMM (year from 2004) cheap online
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