I'm pretty sure that an infinitive can be split with "please" in stated requests, maybe for emphasis. For example, "I'm asking you to please study harder"; "I implore you to please shut up". A Japanese English teacher acquaintance was disbelieving that such constructions actually existed let alone were grammatically correct! Of course, the assumption that split infinitives are somehow "grammatically incorrect" is a fallacy, but how about sticking "please" in there? Am I wrong?
This Google search requires some manual filtering to get rid of false positives, but it's clear, even from the first page of results, that "to please listen" occurs regularly in idiomatic English. Similar searches (with quotes) can be carried out for "to please come back", "to please not go", "to please help", etc.