Has Protestant-led public bible study ever been viewed by Roman Catholics as violation of the Magisterium? The Catholic Encyclopedia has this text on the topic of the Magisterium, and the problems of Protestant approaches to scripture:


  In a similar way they show that they cannot dispense with a teaching authority, a Divinely authorized living magistracy for the solution of controversies arising among themselves and of which the Bible itself was often the occasion. Indeed experience proved that each man found in the Bible his own ideas, as was said by one of the earliest reforming sectarians: "Hic liber est in quo quaerit sua dogmata quisque, invenit et pariter dogmata quisque sua." One man found the Real Presence, another a purely symbolic presence, another some sort of efficacious presence. The exercise of free inquiry with regard to Biblical texts led to endless disputes, to doctrinal anarchy, and eventually to the denial of all dogma.


Have there been any cases where Roman Catholics opposed bible study or other ecumenical worship in a public setting (say state-run schools) on the basis of this doctrine?
The Magisterium is not exactly concerned with what you do in your time. If you hang out at the Church of Satan and listen to the preaching, that's just fine with the Magisterium. The question is, do you accept particular tenets that are at odds with Catholic doctrine? So, for instance, going to a Protestant-led bible study is perfectly okay with the Magisterium, as long as you remember and stick to the Catholic position. 

Let me give a slightly awkward comparison: going to medical school means you've committed yourself to evidence-based medicine, right? The teaching authority of med school means only certain people are allowed to teach, and they're people who subscribe to those standards of EBM. So you must, in how you act etc., adhere to it. However, you aren't 'banned' or otherwise forbidden from visiting a local faith healer and listen to him about crystals, or something similar (I don't know, I've never been to one of those). The point is that the Magisterium is a quick and easy way to determine who has teaching authority you have to listen to, but it does not determine whom you may listen to.

I am no historian, so I will leave the question of whether there has been Catholic opposition to Bible study open. However, 1) the Catholic Encyclopedia is a bit dated (notably, it's pre-Vatican II), 2) it's not a doctrinal text, 3) the doctrine of the Magisterium primarily concerns who may teach from a Catholic pulpit. So clearly a Catholic school would be opposed to somebody rocking up and teaching not about Protestantism but teaching Protestantism as a doctrine. However, there is nothing wrong with examining other faiths or denominations. The understanding of Canon Law I got says that the Magisterium is primarily concerned with who may speak, not whom one may listen to.