Another thing I'd look at is the 22mm nut that holds the tube to the bottom of the EGR valve.
+1. i have the same problem. when car is cold, upon slow accelerating you can hear that strange kinda rattling air noise. the problem was located: that nut on EGR valve was tighten incorrectly (twisted) allowing air to come out. i was told when the engine gets to working temp, the egr valev shuts and that explains why the sound disappears