I'm a native U.S. speaker. I think that in your sentence, "helpful" and "useful" are interchangeable and equivalent.
The word "a" does not belong.
"Advice" is functioning as a "mass noun" like "water" or "cheese" or "money."
The following are examples normal, correct written or spoken English.
"Thank you, that was helpful advice."
"Thank you, that was useful advice."
"Thank you, that was a helpful piece of advice."
"Thank you, that was a useful piece of advice."
"Thank you, that was a piece of helpful advice."
"Thank you, that was a piece of useful advice."
Because "advice" is functioning as a mass noun, these are also correct:
"Here is some helpful advice: blah blah..."
"Here is some useful advice blah blah..."
"That book is full of helpful advice."
"That book is full of useful advice."
The word "tip" can mean "a small piece of advice" so these are also possible:
"Here is a helpful tip: blah blah..."
"Here is a useful tip: blah blah..."
"Let me give you a tip: blah blah..."
"That book is full of helpful tips."
"That book is full of useful tips."