Gaudia Vaisnavas, Gosvamis, they did not write any comment on the Vedanta-sutra because they accept Srimad-Bhagavatam is the natural commentary on the Vedanta-sutra. So why they should write again? But still, when there was such question raised in Jaipur that the Gaudiya Vaisnava has no commentary on the Vedanta-sutra, at that time, Baladeva Vidyabhusana, he wrote Govinda-bhasya on Vedanta-sutra. But still, Vedanta-sutra does not mean to understand impersonalism.
Lecture on Srimad-Bhagavatam 1.2.25, Vrndavana, November 5, 1972