My understanding is that sand plugs the oil cooler first because it is upstream of the EGR cooler. This slows the coolant flow through both coolers, so much so that the lack of heat removal from the EGR cooler causes the internal soldered fins to fail.
So if you want to look for abrasion from sand particles, or coolant passage blockages, the oil cooler would be the place to do it.
The best way to monitor whether or not this is happening is to monitor an oil temp gauge and a water temp gauge. If ever the water and oil temp differ by more than 25 degrees (can't remember the exact figure, but this is close), then the oil cooler should be replaced.
I figure the coolant filter is still a good piece of equipment to have, since nothing in the system appreciates sand and other deposits (such as deposits from tap water or anythings else being introduced into the system).