No I can not change it the normal way via Settings because when I do Settings just pretends that I still have the Zen wallpaper. If I try to change to a different wallpaper it goes through the motions and then just pretends that it has changed but the wallpaper is still Paris Hilton. The same thing happens when I try to change the wallpaper.
This happened when I did a search for Paris Hilton. I did not change the wallpaper to Paris Hilton and Roku did not ask me if I wanted to change the wallpaper.
I tried doing a different search (The Mission) and that changed the wall paper to a scene from that movie but then it switched back to Paris Hilton, which I do not want and did not ask for and they did not ask me if I wanted the change