I believe your Premiere (along with the Ultra and the Stick) supports the enhanced WiFi Direct remote, but you can confirm on your Roku. Look in the Settings menu and find Remote. Look for an option to pair a remote. IR remotes don't require pairing, so if that option is there, then you can buy the Voice Remote on this page
That remote is capable of working through walls, but it's still limited by anything that might reduce the signal. Interference is the usual suspect for reducing range.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.