Hi PieEater
As the EGR valve is not listed as a service item to check they will probably charge you the hourly rate to carry out this work for 2hrs worth of labour.
Any garage would be familiar with the EGR valve as they've been used all makes of cars for a long time so if you have one that you really trust then they should be able to do it no problems.
The only fear I would have with a main dealer is that they wouldn't bother spending the time trying to clean or recondition the valve if it were stuck as nowadays they just prefer to swap parts out and would then look to charge you for a new one which at a guess would be at least >$500 given that I heard that a recon kit can cost £250 for some cars yet I had no issues or need for any kit when I did it myself.
Personally I don't trust main dealer garages any more as they typically use apprentices to do the work and the last time I had a Mazda main dealer do my service I found that they hadn't even bothered to tighten the oil filter, as it was only finger tight and leaking oil so maybe I'm a bit biased. I now do the service myself and then just get the dealership to do the resets and re-cals.
One quick check you can do though or get a local garage to do which will only take 15min at most is to remove the EGR connector pipe to the inlet manifold.
This is the aluminum covered/heatshielded pipe on the front right handside of the engine that is at an angle. If you remove this and find a lot of carbon build up on the inlet manifold port then theres a good chance that the EGR valve is not closing properly on mine this port was about 30-40% clogged with carbon. I would recommend though that you do not try to remove this carbon build up with out first removing the rubber pipe below feeding into the manifold as the carbon will end-up falling down into this and may get down into the intercooler by the time you get the rubber pipe off.
With this EGR pipe removed you will also be able to get a look at the stem or shaft of the EGR-Valve to see if there is any buildup or tarnish which is what causes the valve to get stuck.
With these two quick checks you'll have a good indication if you need to dig deeper and then decide if you want to take it to your main dealer.
Knowledge is Power