Couldn't Roxy just pull the LE Lil Cal out of the Void and ... I dunno, burn it?
Who even knows where that thing is. Roxy can do two things- She can Void items and people out into the Furthest Ring, and she can make things that don’t exist appear.
The Lil Cal doll does exist, just somewhere in Non-Euclidean Eldritch Space. Roxy wouldn’t have any idea where to even begin, and it’s not like you can track something as Voidy down.