Check the front of your catalytic converter (drop it between the front pipe and cat), if there's no ceramic wheel or bits of turbo exhaust wheel, assume the turbos are still ok.
Next I would look for is a boost leak, go over the intercooler piping with a fine tooth comb, undo it all and put it back together, replacing dodgy clamps.
If it's a throttle body gasket or intake manifold gasket (it's not uncommon since theyre paper based, and easily blown with age), spray aerostart or brake cleaner around the t.b. and i.m. gaskets.. if there is a leak the engine revs will react to the spray.
Probably other things it could be, like the exhaust manifold gasket, snapped exhaust stud or snapped stud holding one of the turbos.. these 3 things could be venting the boost in the enginebay, although they usually make some sort of sound like whistling etc.