It depends on the quality of the Grade E air.
The CGA Grade "E" standard allows 5mg per cubic meter of hydrocarbons while "oxygen compatible" air considered compatible for use in partial pressure blending of nitrox or for use in tanks that may be exposed to 100% O2 during partial pressure blending has maximum of only .1mg per cubic meter of hydrocarbons.
Most shops post the results of their most recent air tests so should be able to check to see how the air stands with regard to hydro carbons. Most shops that sell nitrox, also sell O2 compatible air.
Ideally, shops will test their air just before changing out the old filters. Testing on a new filter, does not tell you much about the quality of the air just before the filter is due for a change. The test should also be less than 6 months old.
In short, if you are using O2 compatible air, no new O2 cleaning is required before switching to nitrox again.