I have not been able to find any information about how to block R-rated movies on the Roku Channel. All I can find from Roku is https://support.roku.com/article/208755938-how-to-block-content-using-parental-controls, which says "It is therefore the responsibility of the channel provider to provide parental controls for their content within their channel." So it seems like it would be Roku's responsibility to provide parental controls for the Roku Channel.
If there is no way to block R-rated content within the Roku Channel, then I guess my only option is to delete the Roku Channel. I have already created a PIN and set my settings to require a PIN to add channels. This would be too bad, as it seems like there is a lot of content on the Roku Channel that would be nice to have available for my family.