[wrxtasy]

I just programmed the ATV 4K's remote to learn my AVR's Infra Red Volume Control. And yes it's fast when doing it.

Down the bottom of here:

https://support.apple.com/en-us/HT205225:

Adjust HDMI-CEC and volume settings on your Apple TV

Go to Settings > Remotes and Devices, then choose the following:

Control TVs and Receivers: Choose whether your Siri Remote or Apple TV Remote automatically turns on your television or receiver.

Volume Control: Choose whether your Siri Remote or Apple TV Remote controls volume for your television or your receiver. You can also select this to learn, edit, or delete learned volume controls.