It will be related to the EGR valve and your car will have one fitted somewhere! If its the X14XE its tucked down under the inlet manifold. Changing it (held on by 2 torx head bolts) is a bit of a pain, quite tight against the manifold.

Am I right in assuming the car has a light misfire/shudder if driven about 40mph in top gear too?

The EGR valve carbons up enough to allow a minor leak which the lambda sensor picks up. As the engine heats it seals up the gap.

Had a few like this. Usually driven by elderly drivers who cover low mileages at low revs. Causing the carbon to build up.

Sticky valves tend not to throw up codes (although the fuel system cleaner method mentioned above does help if it were that)