NOx is caused by high combustion temperatures, so the things that can contribute to high temperature need to be addressed/verified operational.
Causes of high NOx:
1: Lean air fuel mixture (O2 sensor, low fuel pressure, out of range map/maf sensor, out of range coolant temp sensor, restricted injectors, pcm fault)
2: Inoperative egr system (defective egr, plugged egr passages, vacuum hose routing, egr solenoid malf, egr transducer fault, {transducer not used on GM}, pcm fault)
3: High coolant temp (defective thermostat, low coolant level, plugged rad, defective water pump, inop rad fan)
4: High cylinder pressure (high compression pistons, incorrect valve timing, combustion deposits)
5: Excessive ignition advance (base timing set wrong, mechanical/vacuum advance faults, pcm fault)
6: EFE problem (thermostatic air cleaner control malf)
7: Defective catalytic converter (loose or plugged substrate, loss of precious metals, sulfur contamination)
8: Defective air injection system (vacuum/wiring faults, air injection valve faults, pcm faults)
It concerns me a bit that your mechanic appears to be just throwing parts at your vehicle as a guess without actually investigating the cause of the malfunction.
NOx failures typically are one of the simplest to diagnose as its just a quick order of elimination. In Canada at least, the 1995 Lumina APV, is equipped with a 3.1 TBI engine ( I assume that what you have since the PFI version has distributor less ignition and is therefore non-adjustable), so that is what I am basing my comments on.
All cats are not created equal, a cheap cat is exactly that...cheap and often lacks sufficient precious metals to work effectively. No matter how good your cat is, it cannot work to reduce NOx unless there is an absence of O2, so anything that is causing excessive O2 before the cat can render it ineffective. Things like exhaust leaks will actually allow O2 to enter the exhaust stream as it passes by between combustion pulses. Here we don't use an air injection system on that model, but if the cali-spec APV does, then a fault in that system which causes upstream air injection under load, will prevent the cat from managing NOx.
Egr valves. Yours should be a typical vacuum operated EGR w/o internal transducer. There is a pulse width modulated control solenoid that limits the amount that the egr opens by varying the amount of time that vacuum is applied versus time dumped. The pcm controls this function and inhibits egr operation until certain criteria are met ( coolant temp, gear position, vehicle speed input) This is a very simple device to test and need never be replaced in error. You can test the passages for blockage yourself just by manually lifting the diaphragm with your fingers. The engine at idle should nearly or preferably, actually stall out when the egr is fully opened. That tells you there is sufficient exhaust flow through the passage. If there is little to no difference when the diaphragm is lifted, then the passages are likely plugged with carbon, and the intake MAY need to be removed for a thorough passage cleaning.
Ignition timing is controlled electronically, and must be checked by disconnecting the in-line connector that is near the distributor (tan wire), and checking the marks at the harmonic balancer with an inductive strobe timing light. GM base timing is either set at 0 or 10 degrees depending on application with tan wire disconnected. Assuming that your HC and CO measurements were well within allowable tolerances, you WILL pass NOx with this connector apart, but CO and HC will increase (however the late ignition timing will now super heat the cat, so the post cat readings may not appear to increase). Engine power will be greatly diminished, but so will NOx.
Thermostatic air cleaner is easy to check, with the engine warmed up just look into the air intake(pull the duct off) and you should see a door that is open. If this door is shut then it is sucking preheated air from the exhaust manifold shield. Cant have low cylinder temp with super heated air going into the motor. It is a simple vacuum operated/or thermal pellet operated mechanical door, very simple to figure out. The door should only be closed during warm up.
Engine management (pcm). The pcm determines appropriate fuel mixture based on many inputs. Coolant temp, manifold absolute pressure, throttle position, and oxygen sensor are the main sensors. Coolant temp sensor can usually be ruled out, as they usually fail to the cold direction which would cause a rich/low NOx scenario. O2 sensors are a feedback to the pcm that tells it how well its doing with fuel management. They produce a voltage based on oxygen differential between exhaust gas and external air. Low oxygen in exhaust=over 800mv output, high oxygen in exhaust=under 200mv output. Typically when an O2 sensor fails it causes no voltage output which indicates lean exhaust, the pcm then tries to richen the mixture until it sees a voltage over 450mv. Bad O2 sensors very rarely cause high NOx, unless they short to voltage(voltage is applied to the sensor for an internal heater unless it is a single wire sensor which has no heater)
In saying this I find it unlikely that the O2 needed to be replaced for your high NOx failure.
Unless your mechanic has determined that the passages for the egr are plugged I see no reason to remove your intake manifold or remove/replace the throttle body assembly. Its unfortunate that he appears to be just throwing suspected parts in there without verifying the fault. A good mechanic should be able to tell you within 20 minutes what the exact fault is ( or at minimum, what it isn't), no guesses. There may be other reasons he deemed it necessary to replace those parts, I dont know I didn't look at them.
A glance at the test results tells you where to look.
Do you have the actual test result numbers, for all the exhaust gasses? They help in determining the fault. If Co is extremely low, then its running lean. If its average or high.... look to the egr system. If everything is high look at the cat (if a rich running engine fails NOx, the cat doesn't work). CO2 should be over ~14% at cruise if the cat works well, and there should be very little O2 remaining.
Post your emission test results if you have them, and I will give you my best over-the-internet diagnosis.