If this is a channel for which you have a paid subscription through Roku you cannot remove the channel while you are subscribed to it. If you unsubscribe, the "Remove channel" option should then appear when you highlight the channel in the home screen channel grid and press the * button on your Roku remote.
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Roku Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X | Roku Streaming Stick 3600