There's lots of reasons you could be gaining lash. If this is a new engine, I wouldn't be too concerned over .004 as it will likely stop gaining lash once the cam is broken in. If this turns out to be an ongoing issue you'll need to start looking at a few things.
Rocker hardware of course, and I know you've already checked that, but even the best rockers can fail or crack so look a good eyeballs-on inspection may be needed. (Cracks aren't nearly as noticeable as a completely broken rocker)
Camshaft or lifter wear, pushrod wear or bends can all cause a gain in lash. This is easy to check with a dial indicator to see if your cam lift is less than it's supposed to be.
Soft valves can wear at the tips and even the valve face. A good look at the valves and seats may reveal an issue.
I would argue that the most common reason to have an engine gaining lash aside from break in or an issue with the rocker hardware, would be the use of high PSI valve springs on a non-welded lobe camshaft.
I hope your issue is just from normal break in and it resolves itself.