I've always just done it manually by viewing the Pi-Hole logs for the device I am on while the ad is loading. It takes getting into the weeds a bit.

Further, I don't have a Roku so I've never looked into it myself.

That being said, a quick search brought up this hosts file:

https://gist.github.com/sidward35/cea28bedd0ec0b1bceec8c2b22c163c4

Adlist for Pi-hole with domains for Roku, LG, and Samsung

Not sure if it's current or not. Lots of threads about Roku ads making it through after being previously blocked.