I am having the EXACT same problem with my Zetec ZTS. I have replaced plugs, wires, coil pack, fuel filter, air filter, pcv valve and hose, oxygen sensor, DPFE sensor, EGR solenoid, probably more I cant remember. I have a Snap-On Solus scanner and do not see any problems. Fuel trim is at a rock solid plus or minus 2, so no vacuum leak.
It is also stumbling when very cold at start up. Also less power going up hills.
I am getting around 24-25 maximum MPG all long distance highway, much worse in city. Honsetly at this point, I think the timing is slightly off. Maybe the exaust side cam timing is off a few degrees, which i know can cause these symptoms.