Just because you get a O2 sensor error code doesn't necessarily mean there is anything wrong with the sensor, it just means it is reading out of it's normal range. That is backed up by the extremely lean readings you got from the sensors on the dyno. While it's a little strange that this problem popped up immediately after the dealer screwed with the tune, it isn't a given that they screwed up the map and thus you have the problem. You could have low fuel pressure, clogged injectors, or various and sundry other problems. That's where proper diagnostic routines come in, versus shooting from the hip. Harley actually provides diagnostic routines to their dealers to help them find and fix these sorts of things, but for whatever reason many prefer to just use the WAG method. ( For those unfamiliar with the WAG method, it means Wild Azzed Guess.)
I'd suggest taking it back to them (should have never left the shop if it was running that bad) and telling them to fix it. If they remain clueless, look for a shop populated with real techs, not the dealer's otherwise unemployable kids, nieces, and nephews. Good luck.
Jerry