What are the codes?
If you are getting BOTH Bank 1 and Bank 2 codes at the same time then it is most likely an upper intake vacuum leak(hose) or MAF sensor or hose issue.
If just one bank is showing lean then could be lower intake leak, fuel injector or O2 or exhaust leak.
After engine is warmed up, unplug the wires from the IAC(idle air control) valve(upper intake by throttle plate), it will close all the way.
Idle should drop down to 500rpms or so, engine may even stall, either is good, it means no vacuum leak.
If idle stays high, 700rpms or higher, then you have a leak.
Yes, clean the MAF sensor and check it's large air hose(plenum) running to the upper intake, if this leaks air its the same symptom, Lean on both banks, it can crack on the bottom or the rubber gaskets at either end can break.
EGR leak into intake would cause rough idle, you would hear exhaust leak noise if it was EGR tube leak and that would only cause 1 bank to show lean.
Just FYI, Lean Code does not mean engine is actually running Lean, you would hear pinging/knocking noise when accelerating if engine was actually running Lean.
Lean code means Computer is adding more fuel than it should need to for 14:1 air:fuel ratio.
Computer gets air data from MAF, then calculates 14:1 ratio
It then opens injectors for a specific length of time(pulse width) to add the calculated amount of fuel needed
O2 sensor then provides feed back on the oxygen level in the exhaust, too much oxygen means not enough fuel was added, too little oxygen means too much fuel was added.
Computer then adjusts the pulse width for longer open time or shorter open time, if open time gets too long computer will set a Lean code and turn on CEL, letting the driver know there is a potential problem BEFORE it effects engine performance or causes damage to engine.
Your changing of the fuel filter was a good call.
Computer expects 35-40psi of fuel pressure on a '96 4.0l, if pressure is low then computer would have to open injectors longer so would set a Lean code.
You don't mention it but random misfires can also cause issues, when a cylinder misfires all that oxygen is dumped into the exhaust, O2 sees that as too much oxygen so Lean, same with exhaust manifold leak, it sucks in oxygen, so O2 sees it as lean