Setup your Wifi connection and open the Wireless Diagnostics tool (Pre-installed on later versions of Mac OS).
In the top bar, find the field labeled window and choose the Sniffer tool.
In the window for the sniffer tool:
set the Channel to the corresponding Roku’s wireless channel (Same channel as one displayed on router Web GUI) and,
set the channel Width to the one configured on your Router. Select from the Drop-Down menus.
Start the Sniffer tool and launch your Roku application. Once you have stopped the recording, the file containing your recorded internet traffic will be exported to the file path displayed in the Sniffer window (In this case /var/tmp).
Launch Wireshark and open the cap file exported from your Sniffer tool.