E, as you said is dV/dr... dV refers to a small change in 'V'.... but the value of V remains constant....... -GM/R as you have said... and doesn't vary with the distance from the centre, r.... hence dV = 0... therefore, E=0
Another way of understanding this is that work is done only from bringing the particle from infinity to the surface of the sphere which gives the potential as -GM/R
Thereafter, no work is done as the field inside is zero. Hence, the potential is the same throughout inside the shell.