This is different from the simulator, but with app side loading, it is easier than ever to take screenshots from a connected device.
- Connect Apple TV with your Mac with USB-C cable
- Connect smart tv through HDMI to Apple TV
- In XCode from the menu Window -> Devices
- Select the Apple TV on the left representing your device.
- Click the Take Screenshot button.
NOTE: The screenshot is saved to the development Mac’s desktop.
For further reference please see Apple’s Official Documentation