My Phillips Roku TV does not have Bluetooth to add wireless headphones. If you plug in a set of wireless headphones, the speakers turn off. I am hard of hearing so I like to use headphones with the speaker running so my wife can listen at normal volume while I use the headphones at an elevated volume. Here is how to do this:
Buy an Optical to Analog converter off of Amazon ($12.00 us). Run the optical cable from the TV to the converter and then connect your headphones to the analog side (It has RCA or 3.5mm jacks). Problem solved. Or, buy headphones that use an optical audio connection. That will also work. Good luck and hope this helps! It is better than using the Roku App to listen via headphones!