Remember that the magic of the Pi-Hole is that you arrange for all DNS requests on your network to go to the Pi-Hole. It has lists of domains that serve ads, and DNS requests for those places are quietly dropped (somehow), and all the other DNS requests work properly. Then you see the Internet, but not the ads.
All you need to do to defeat it is to be able to provide your own DNS resolver that ignores the Pi-Hole. However, if someone had a firewall set up on their network, which ONLY allowed DNS traffic from the Pi-Hole (alternatively, only allowed communication between the domain name servers the Pi-Hole is using), then any additional name server running on Roku would probably no longer work. The question is: would all the channels disappear along with the ads?
I have not tested this out, yet, but as you might be able to guess, I am seriously thinking about it.