Some of the following may be relevant, although several of the verbs have slightly negative connotations.
• chaff, “To use light, idle language by way of fun or ridicule; to banter”
• josh, “To tease someone in a kindly fashion”
• needle, “To tease in order to provoke; to poke fun at”
• quiz, “(archaic) To hoax; to chaff or mock with pretended seriousness of discourse; to make sport of, as by obscure questions”
• kibitz, “To give unsolicited or unwanted advice or make unhelpful or idle comments”
One who kibitzes is a kibitzer, “A person who offers unsolicited views, advice, or criticism”. Kibitzing during a speech is indeed a form of non-malicious heckling, although the speaker might prefer to do without extraneous advice.