Have you tried pressing * twice in a row while video is playing? That's how I found the option to turn off autoplay on my Ultra.
Does that work for all videos, or just the one you're watching (I really don't know, as the Roku that I own that has the new version is not currently connected)? If the former, that is a really stupid, non-intuitive way to do it (not surprising considering the rest of the interface). If the latter, it's of limited use.
Note: Hulu is not the only one that treats Roku as a red-headed stepchild. HBO (which has a absolutely horrific Xbox menu app (vs settings) compared to Roku's clean one) does not let you remove programs from "continue" on Roku. You either have to FF to the end on Roku, or delete it on Xbox (to delete on both).