It is not advised for Sri Vaishnavas to listen Bhagavad Gita by Advaitis.
Notes:
Bhagavatam talks about the glories of Perumal, and it is not wrong in listening to them.
But there is a huge difference in the way Bhagavad Gita is interpreted by Srivaishnavas and Advaitis. As Advaitins philosophy varies from ours, it is not appropriate to learn from Advaitins as part of our tradition or practise and we can listen to just know their side of explanation.