I experienced the same rough idle issues you described when I took delivery of my 2021 Yukon Denali. It was definitely a rough idle and you could feel the engine and car slightly vibrate/shake. It did not occur all of the time though and I always used the correct octane fuel. If I applied just a bit of throttle to raise the RPMs up by about 100-200, it went away.
Dealer looked it over but said because there were no codes there was nothing they could do. They also told me they could not adjust the idle speed without a real "issue".
I now have about 34K miles on it and it rarely, if ever, happens now. Hopefully yours will go away too as seems to have happened with me and others.