I used Jellyfin for the first time recently. It was very smooth and worked flawlessly for my use case (watching episodes of a TV show on my phone after downloading them on my computer).
I never used Plex because it creeped me out. Maybe I misunderstood something but it seemed like it was needlessly phoning home.
I'm really trying to like Jellyfin, but unfortunately the Roku app is just absolutely terrible by comparison. The thing that grinds my gears the most is I can't see how much time is left in what I'm watching without pausing.
I feel like they had a boom early in the pandemic and then just completely flamed out. Now I feel like support is terrible across the board - It's not just jellyfin that sucks on Roku, so does Netflix/Hulu, and don't even get me started with channels just entirely disappearing because of developer disagreements and licensing.
That said - Jellyfin really sucks on Roku. The android tv version of the app is miles better.
I never used Plex because it creeped me out. Maybe I misunderstood something but it seemed like it was needlessly phoning home.