Słuchaj do mnie...why not?
I would also like to know if "posłuchaj mnie" is OK.
yes it is ok. It was now added to the course but some time may pass.
Słuchaj mi - why not?
You listen to a direct object, not an indirect one. "słuchaj mi" makes no sense grammatically.
Direct and indirect objects are terms used in English grammar, but for Polish they may be confusing. You'd better stick to the cases ;-)