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I would clean your MAF's. Also, did you do an idle air relearn and a throttle position relearn after cleaning the TB's? That can make a difference with this as well.
On the positive side, you have eliminated quite a few items!
The fuel filter is part of the fuel pump, which is located in the tank. Generally they are very reliable and are never changed.
Also, our engines don't have an EGR valve. Instead the variable valve timing is adjusted to provide enough overlap to perform the EGR function.
As I see it, you have eliminated the easy checks.
The next ones require some special tools and skills:
(1) Check fuel pressure. Not just running pressure (51 psi) but also how long the system holds pressure when the car is sitting. Some pressure regulators (located on the fuel pump basket) can leak, reducing cold start fuel pressure. This will also tell you if you have a leaking fuel injector, but not which one.
f you want to do this, you will need a "fuel tap" like below. I have used this one and it is a quality part and installs very easy.
(2) Check the ignition coil current using the common coil ground. This requires a digital storage oscilloscope and a current clamp. This will tell you how each coil is functioning and actual spark duration. Search on YouTube to see details.
(3) Check fuel injector current. Using the above gear, you can scope the fuel injector waveform using the fuel injector fuse inside the IPDM/ER (fuse box next to the battery) This will tell you how long it takes for the pintle to start to move (aka pintle bump) and the condition of the coil for each fuel injector.
(4) Compression test. Maybe this should the first one to try?
Anyways on a cold engine, the clearances are the greatest and low compression on a cylinder can feel like a misfire.
I wish you luck in what ever you decide to do... including leaving it as is
Overtime the vibrations lessened and it was smooth again. I'm not sure, possibly the gaskets were getting seated. I would still get a CEL on a cold start when it was humid/moist outside. On hot days no issues. I had no idea and I would just clear the CEL and it wouldn't come back for a long time. No big misfires and I did not experience and hesitation or vibration under load. Good luck!