Like the 3600 stick noted at https://www.youtube.com/watch?v=C70OyzKX7uw
As to headphones, I can't guess what TV you have or if the TV can do Bluetooth.
I have a Roku 3 which according to the Roku site is not eligible for customer support. My remote recently broke and i began using the remote app on my iphoneX. All is good with the remote functions except there is no private listening feature. There is a video on the website for the issue and on the video the app has a headphone icon on my app it does not have this. Also if possible is there a way to use bluetooth headphones, if not I'm ok with plug in headphones. Thanks for any suggestions!