Can it really be the cylinder down?

Do a compression test or cylinder leakage test to determine the cylinder's compression. There's lots of EGR codes so you have to be more specific. If it's related to flow, Ford has had a lot of trouble with the passages plugging with carbon. As they do, exhaust gas flow is restricted to them so they run especially fine because they'll be getting only fresh air and fuel. Eventually all of the EGR flow goes to the one last cylinder that isn't plugged and it misfires because it's getting ALL of the volume that was intended to be split up among all the cylinders. To say it a different way, the last good cylinder is the one that has the misfire.

The coils are the common failures on those.

Good point. Thanks Wrenchtech. Unless your mechanic is a real dummy, he will probably switch two coils to see if the problem goes to a different cylinder. The same can be done with two injectors but it takes a little longer.

Normally if compression is the problem, there's going to be other symptoms besides just a misfire. For sure if it's an intermittent problem, it's not compression-related because anything broken or worn won't fix itself once in a while.