It depends on which line you are on. The vacuum line from the manifold, runs to the EGR solenoid, then it splits, one to the EGR valve, the other branch, to the BPT valve. The BPT valve is the one with the small port to vent some of the vacuum away.
If you connect your vacuum pump to the EGR valve itself, you should hold vacuum. If you are connecting the pump into the line from the EGR solenoid, it won't hold vacuum, as it will bleed away through the BPT valve.
Harvey.