If he is reaching out to your children with a sincere interest on how they are doing and asking about their grades this is what you want. This is 100 percent what he should be doing. As long as he is not attacking them with their responses then you should stay out of it. I can’t tell you how many women I have gone out on dates with who’s ex’s don’t even know what schools their kids go to or grades they are in.
Kudos to your kids for responding out of respect. Remember that though he is breaking up the family he is still their father.
I get the sense that you struggle with boundaries so feel free to run your boundaries by the board.