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Go to local Ford dealer, they will have the part you need which resembles a 1/2" long set screw with internal threads it is installed with a large screw driver, they have thread locker applied to keep them tight. They are used as you said to attach the EGR tubes to the cylinder heads.
Rick
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Rick
As you slide down the Banister of Life, may the splinters never be pointing the wrong way 
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