2000 Ford Escort Rough Idle CEL

I have a 2000 2.0L split injection v4 Ford Escort with 71000 miles.
About a month ago I noticed the idle was getting a little rough. However, the roughness does not begin immeadiately when I stop the car. It takes
20-40 seconds before it starts. The roughness could be described as a cycling where it appears the rpms drop and the engine "coughs" and then it gets better for a second before cycling down again. If I don't give the engine gas it will stall about 30 seconds after the rough idle begins.
When I am driving at any speed, or even giving it gas in neutral, the problem does not exist. I recently replaced the air filter and the problem did not improve.
Additionally, I have experienced a decrease in gas milage of 5-8 mpg.
The check engine light came on about a week after the rough idle started. It stays on constantly. I took the car to autozone for a free code check, and it returned the code: 171 which is left bank lean.
The guy at auto zone said my O2 sensor is probably bad and quickly offered to sell me one. Is he likely correct? I have the Haynes repair manual and would like to try and fix this myself.
Thanks for any help!

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