One way to allow one person to listen with headphones and another to the speakers would be using an optical adapter like this:
(Note: this is not an endorsement of that particular product, which I have not used, just an example.)
Plugging something into the optical output on a Roku TV will not disable the speakers like the headphone jack will (the speakers can be disabled via Settings if needed, though). This allows one person to listen via bluetooth headphones while others can listen to the speakers. There may be a slight delay between the two that could be irritating to the headphone user depending on the headphones and volumes (make sure the headphones used support low latency to minimize this issue).
An HDMI audio extractor solution might also work, but would be limited to the HDMI input it is attached to and would not work for streaming, tuner, or AV. Private listening in the app would work for some of those. The optical adapter should work for all audio the TV can produce.