I had a warning light come on and it was the EGR valve cost about £500 to be replaced but covered under 7yr Kia Warranty, which was great news. The only problem i have had lately is what seems like an very occasional misfire(diesel), I suppose like one of the cylinder injectors might be slightly blocked. It only happens once or twice a day and sometimes not at all.
The "cough" you describe is well documented on here, check out the word "surge" in the search. It has a fix but not every dealer knows about it, read up on the exact Kia bulletin number before you go to the dealer.