Theories of gravity that obey the Weak Equivalence Principle have the same Parametrised Post-Newtonian parameter $gamma$ for all particles at all energies. The large Shapiro time delays of extragalactic sources allow us to put tight constraints on di
fferences in $gamma$ between photons of different frequencies from spectral lag data, since a non-zero $Delta gamma$ would result in a frequency-dependent arrival time. The majority of previous constraints have assumed that the Shapiro time delay is dominated by a few local massive objects, although this is a poor approximation for distant sources. In this work we consider the cosmological context of these sources by developing a source-by-source, Monte Carlo-based forward model for the Shapiro time delays by combining constrained realisations of the local density field using the BORG algorithm with unconstrained large-scale modes. Propagating uncertainties in the density field reconstruction and marginalising over an empirical model describing other contributions to the time delay, we use spectral lag data of Gamma Ray Bursts from the BATSE satellite to constrain $Delta gamma < 3.4 times 10^{-15}$ at $1 sigma$ confidence between photon energies of $25 {rm , keV}$ and $325 {rm , keV}$.
