First tip: If the Check Engine light isn't staying lit, then it probably hasn't stored a code regarding that particular problem. While there might be non-pressing issues stored in the computer, don't necessarily think that they are directly related to your stalling problem.

The Check Engine lamp is lighting because the engine has dropped below a certain RPM at which the car knows that it is either stalling, or it doesn't understand why it is receiving a signal from the engine saying it's running, but it is showing a signal that is less than a certain value.

Most likely a straightforward tune up and clean/reset throttle body and throttle position switch will cure what ails your car. Cleaning the idle air control valve would be a help as well. Also fuel filter if you're motivated. I'm guessing the fuel pressure is good across the board because you're not mentioning anything about poor driveability in other conditions.
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1992 940 wagon, low miles
as well as others.