I have had a Roku XS (Model 3100R) for several years.
I use it mainly for playing MP3 videos that are on my NAS box using DLNA.
The only problem is that the video does not change as I fast-forward or fast-reverse, so it's hard to tell when to stop.
Do any of the newer Roku models allow viewing while scanning?
Yes and no. They all work as they always have - you have to generate those index frames yourself. Roku calls them BIF files. They'd work on your XS, but I don't use DLNA so I don't know what it takes to utilize them with that kind of server. They may have to be packaged within something like an MKV container. There are others here that know much more about DLNA and Roku. Roku supports another method (VTT), but I know even less about that.