EGR valve has no vacuum at idle, EGR modulator(solenoid) does, follow the EGR valve vacuum line to EGR solenoid.
If EGR valve does have vacuum at idle then that will cause rough running, EGR solenoid is probably bad if that happens.
EGR valve gasket can leak.
To test if you have a vacuum leak warm up the engine.
Unplug the IAC(idle air control) valve, it will close and idle should drop down to 500, or engine may stall, either is good, it means no vacuum leak.
If idle stays high then you do have a leak, yes, you can spray Starting fluid or Brake cleaner and listen for an RPM change, soapy water in a spray bottle works as well, RPMs will drop.
Check throttle body, thin gasket there, under side as well.
Lean on both banks means MAF(mass air flow) sensor's air flow data and the O2 sensors oxygen levels don't add up to the computer.
Computer takes the MAF data and calculates the amount of fuel required for the 14:1 air:fuel ratio.
Computer them opens the fuel injectors for a specific time(pulse width) for that calculation.
O2 sensors read oxygen levels in the exhaust, if there is too much oxygen it was lean burn, too little oxygen and it was a rich burn.
If it was Lean burn computer adds more fuel(opens injectors longer) until O2 sensor reports "normal" oxygen levels in exhaust.
If computer calculations are too far off, computer will turn on CEL and set Lean codes
Engine was never actually running Lean, well briefly, the code is set so you have a place to start looking for a problem.
Obviously an air leak would throw off the computer calculation because not all the air is coming in thru the MAF.
Dirty MAF sensor also under reports the amount of air.
Low fuel pressure would mean computer has to open injectors longer that it expects, computer has no fuel pressure monitor.
Leak in the exhaust manifold causes air to be sucked into exhaust, O2 sees that as lean, so computer adds more fuel, MPG goes down because engine is now running rich.
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