Issue with Arduino TX/RX when using different power sources
Your circuit is going to need a common ground between the Arduino and any sensor you're connecting to it. 

Voltage is a reference of the potential between 2 points in a circuit. If the sensor and your microcontroller are not sharing a reference for where 0V is, the 3.3V on your Arduino and the 3.3V on your bench supply are "floating" and completely unrelated to each other. The signals from your sensor are as good as noise to your Arduino. 

You can solve this by running a line from the GND on the Arduino to the V- on your bench supply, however you're going to want to be darn sure your bench supply is putting out an accurate and stable 3.3V or you risk damaging the Arduino I/O pins.