The only problem I found with this is that Roku knows it’s being blocked so it’ll kill some apps over time (like the Plex app) in a way that forces you to fully reinstall the app. Which means unblocking their domain and allowing them to phone home (or disabling/bypassing pihole), because the app downloads go through that domain as well.

Before I just factory reset them and denied them any internet at all, Plex would break and need to be reinstalled about every 2 months like clockwork, and it wasn’t due to app updates or anything. I know this because I did a test once; reset on one tv, and 2 weeks later on another one. The first called for an update at roughly the 2 month mark, and the other exactly two weeks later. Meanwhile an absolutely ancient Samsung tv still has a copy of the Plex app that hasn’t been updated in like 5 years (it’s a fully obsolete tv)… works fine.

My speculation is that it records the data for that period, and then breaks things you use so it can phone home when you are forced to connect it to fix it.

Yeah, this is the answer. My wife does a lot of arduino/pi stuff so this is on our to-do list, but we just can't find the time (building in cushion for inevitable network and setup troubleshooting).