Did they used to work and all of a sudden stopped or never worked?
just for grins run an Ethernet cable from the router to Roku just to determine if WiFi is really culprit or not.
Roku Ultra 4660X
RokuOS 10.5.0 build 4208 (was somehow downgraded from 4210 thank goodness as cleared up many issues!)
Sony Bravia 55A8G TV