I put a few ice cubes in a snack bag and place it under my Roku. Does the trick.
I feel your frustration! Having your Roku overheat due to HBO Max is definitely annoying. Hopefully, they can fix this issue soon so we can enjoy our streaming without any problems. You can also use this guide on roku overheating to solve this issue. Let us know how it's going! Good luck, and I hope that helps!