Of the models that support Bluetooth headphones (not all do), I don't believe any Roku TVs support multiple simultaneous Bluetooth headphones and they all mute the TV's speakers when headphones are connected. I think your best bet would be a Bluetooth transmitter that connects to the optical audio output of the TV. I've seen some that support two Bluetooth headphones simultaneously, but I don't know if there's any that support more than that.
From the manual:
You can pair multiple Bluetooth headphones to your TV but only one set can be
connected and used at a time. In the case of separate left and right wireless earbuds, the pair counts as a single device.
