You absolutely can do this! However, there appears to be only one way. You MUST first download the Roku TV app to your phone. That's because only the app has a headset option you can bluetooth to an external device; your physical remote for the Roku TV does NOT have this functionality. After you have downloaded the app, you can then bluetooth your dot to your phone and voila! You have an external speaker for your your Roku TV. Sam Z.
No, it still won't work with any roku model. The Ultra is a bluetooth receiver, not a transmitter, just like your Echo, so it would be two receivers trying to communicate and failing, because at least one has to be a transmitter.