I found this thread because my brand new, this weekend, 2015 Denali XL feels rough to me as well. Before I took delivery, I felt it and had them take it back to service and they put it on the computer. Service manager came out and said the computer wasn't showing any codes. I wondered if they had cheap gas.
The other thing I noticed was with vehicle in park if you pop the accelerator you get a rather dramatic knock sound. We compared another Denali and an Escalade and they have the knock sound as well.
Mine is an Arlington produced Denali and if it does not get better with some miles and a new tank of gas, it is going back. Irony is I am on the GM Onwners Advisory Board.