Engine misses in Closed Loop. No codes as of yet. At low throttle engine will miss and at 1/2 to full throttle it starts to backfire when you let off the gas like its getting lean conditions. What sensor should I replace first, Knock sensor, Temp etc... Need some where to start.

 

You can start with getting a new 02 sensor. I personally like the GM heated ones.
Your 02 controls closed loop fueling