Attack being the best form of defence, I decided to do something about it before I was forced into expensive service / repair work.
The diesel particle filter, ('DPF' or 'FAP'), requires cleaning or replacement periodically, (typically 50k, but varies wildly according to driving conditions), the Eolys additive aslo needs to be topped up & counters reset by your friendly, not-for-profit, Pug dealer. This little lot can set you back £600 or more.
The system is as shown below:
Item 11 is the CAT c/w downpipe & flexy section: 12 is the DPF
On the car, it looks like this:
Once it's removed, the inside looks like this:
(It's also bl00dy heavy).
The filter element was then knocked out, leaving debris like this:
Inside now looks a little more free flowing.....
and MUCH lighter.
Got it re-fitted & then MOT'ed - passed the emissions test easily, (limit is 3.5, actual value 1.14, don't know the units, mg/m3 or ppm)?
I was expecting to get error messages / engine management light due to the lack of differential pressure across the CAT / FAP unit and have a plan for that also, (know of a remap place that can remove / disable the ECU functions related to this system). To my surprise, this didn't happen - so until it does, I won't bother having it done
I didn't go into this lightly, I've trawled through all of the available info, (the 406 coupe forum is currently about the richest source), both before & since buying the car. I was also experiencing the dreaded 'ANTIPOLLUTION FAULT' regularly. In the last 3 months of 2009, it went from fortnightly to every 2nd day, each episode involving a journey in limp mode. Left to go on, I believed it must end with a blocked FAP and steep bill very soon, so I decided to avoid it if possible.
I have also disconnected the wiring to the Eolys additive pump, whle leaving the level sensor connected. It doesn't need the additive as there's no FAP to block and I understand it's nasty stuff, so don't want to emit the fumes for no reason. Once I'm certain ther's no downside, I'll remove the additive tank too.
I'm very pleased with the results so far - engine is smoother, more powerful, has a wider effective rev range - I'm taking some corners a gear higher and it now pulls well to nearly 4000, where it previously ran out of breath at about 3500. Fuel consumption has improved slightly and may get better when I get over the novelty
There's an increase in exhuast noise, but only really noticeable from inside the cabin, when stationary.
At the time of writing, the car's done about 750 miles since FAP removal, so it's early days, but I'm convinced I've done the right thing
A BIG thank you to jasper5, who arranged all of the above work & MOT for me
the only safe guard being the FAP d/p sensor which can't sense a blockage now in yours as it probably thinks the filter is brand new and free-flowing 
), you're more than welcome to pay a visit to Stoke.
)