Good question OP.
The closest I got was to plug the line out from one of my Echo Dots into the back of my preamp.
The result was far from overwhelming but this was just Amazon Music, not HD.
I didn't go as far as putting the Amazon app on my Android tablet that I use as a remote for my NAS and player, and couldn't quite get my head around whether this would work anyway. So it was just shouty commands to Alexa on what to play: probably requires more thought and dedication on my part.
I shall watch this thread with interest.
Source: Orbe SE / SME IV / Cadenza Bronze
Source: WD NAS / Cyrus Stream X2 / Chord DAVE
Source: Oppo UDP-205 (CD/DVD-A/SACD)
Amplification: Icon Audio PS 3 Sig Phono + Audio Research LS27 + Musical Fidelity A5cr Power Amp
Loudspeakers: ProAc Response D28
Cables/stands: Mark Grant G1500HD + Linn K20 + Cat 5e
Other bits: Okki Nokki keeping things clean