I had the same problem! Your solution worked on my Toshiba 40E220U model, but I had to go to their REGZA settings to turn the auto power “on”. Even then, the actual power button didn’t turn it on, but the Home button did. Weird, but I’ll take it!!! Thank you!
Also, have you verified that One Touch Play is enabled on your Roku device. (Settings/System/Control other Devices/1-touch play (checkmark to Enable).
Once 1-touch play and your TV's CEC is enabled, should be able to press any button on remote (other than volume controls) to automatically wake up Roku device, power the tv on, and automatically switch to the Roku's HDMI input.
Roku Community Streaming Expert Just another Roku user... I am not a Roku employee. Insignia RokuTV, Ultra 4660x, Premiere+ 3921, Express 4k+ 3941
I was able to make mine work only by merging two of the proposed solutions with a twist. I changed the tv setting for the HDMI / Regza Link - Auto On to Yes. Then only will it power on the TV if I hit both the Power button and Volume Up button simultaneously! And I used to love Roku.