Amazon FireTV without WiFi, MacBook Pro Internet sharing
Short answer:  Not without getting you in hot water with your school/university.

Technically speaking, you could have a setup that consisted of:


a WiFi router with a network specifically for your dorm room 
Ethernet from router to MacBook
MacBook connected to Uni WiFi
Internet sharing routed from Ethernet on MacBook to MacBook WiFi


Would that work?  Yes, your Amazon FireTV would connect to your dorm room WiFi that you create and traffic would be routed through Ethernet, through your Mac, to the Uni WiFi and out to the University's network.

Should you do this?

Absolutley not.


They can detect your WiFi network
The "enterprise grade" networking gear can detect that you are sharing the network connection
The traffic shaper firewall/appliance they are probably using will detect your (prohibited) network traffic


The key here to remember is:

Their network = their rules.


You can/will be discovered and your university "career" (IMO) isn't worth the risk.