Unfortunately EGR cooler failure and Head Gasket Failure exhibit exactly the same symptoms. So if you test the EGR cooler and it fails you should be replacing both the EGR and OIL coolers.
After replacing the failed coolers you can vac/pressure test the engine by capping the fitting that connects the oil and EGR coolers and any other hoses disconnected, and applying vac/pressure to the coolant port that the big black oring sits on before reinstalling the intake.
I don't know if this testing would be very conclusive unless the head gaskets are blown real bad.
The best thing to do is to be CLEAR and make the customer aware of the strong possibility that the head gaskets may also be bad and there is no definitive way to test them with out ruling the EGR cooler first.
And welcome to the DTS the experience of members and the info available here is world class,if your not careful you may learn a few things.