Zurich to Beaune on TGV Lyria booking question

I'd check prices on both, keeping in mind the currency differential. Often SNCF is less, but check each.

As Sam says, SBB will quote in CHF (Swiss Franks), SNCF will quote in € (Euros). You will need your calculator.
Make sure you get the correct starting point in Zürich, "Zürich HB" (main station in city centre) or "Zürich Flughafen" (airport), plus dozens of other "Zürich-xxxx" suburban stations.

The fastest option appears to be at 09:34, only 2h56:

Zürich HB depart 09:34, Basel SBB arrive 10:27
Basel SBB depart 10:34, Dijon Ville arrive 11:58
Dijon Ville depart 12:12, Beaune arrive 12:30

You can defintely get print-at-home tickets for the first two legs, which is easier than picking up tickets at the station. Not sure about the 3rd leg (Dijon to Beaune).

Thank you both for your replies. If we buy the ticket from SNCF, and for some (unlikely) reason need to change it, can we do so at the SBB ticket counter in Zurich?

mhdts, the advantage to buying tickets in advance is you get the discounted prices. But, with the discounted prices comes the restrictions that the tickets are more difficult to change.
I looked up the prices on www.sbb.ch for a random day in mid September:

• "standard offer", CHF 105 per person (2nd class, without ½ price card). Restrictions: Exchangeable and refundable before departure with no surcharge.
• "special offer", CHF 70. Restrictions: Exchangeable and refundable before departure with a surcharge of €20.

That seems a good deal to me, many discounted tickets have no refund or change option at all.

If you purchase a "Prems" fare at SNCF, it is a discount nonrefundable non-changeable ticket, so probably not possible.
Look at the terms on the SBB site. They will offer a full fare refundable ticket and show the price, then show discount tickets with the exchange conditions and the option to select those.
If you are doubtful about your departure, you can just buy a full fare ticket at the window at Zurich when you are ready to go.