if you've deleted the smog pump you won't get any check engine light.. yes it'll store an error code in your ecm but won't display the check engine light.
Pull your codes and see what's setting the light off
Once the smog pump has been deleted you can also delete the two little things on the back of the pas side shock tower below the egr evr. They were the TAD and TABS and without them you won't get any check engine or ill effects.
Deleting the egr is as simple as unplugging it. The ecm recognizes that it's faulty and disables it in the tune after setting an error code. Once again no check engine light but an error code is stored. From there purchase a block off plate and remove the egr solenoid and install block off plate. Delete all vacuum lines to the egr, tad and tabs and your good.
My daily driven 88 hatch has been this way for three years now without any issues.