Can I ask Siri to connect an Apple TV to my AirPods?
There is no way to use Siri to connect your AirPods to your Apple TV: not listed on Apple’s “Use Siri on your Apple TV” article.

The fastest ways I’ve found are to swipe down from the top and select them in audio settings (for apps that support it) or hold the Play/Pause button when in the “menu”/“TV” view, to see your Bluetooth output options.