How to direct rollover TSP to personal IRA?

I’m in my 30s and separated from civil service with less than one year of service. I’ve been trying to directly rollover my roth tsp to my roth ira but when I select the roth ira rollover, there’s no option for me to select my financial institution. The only option I see is a check to my bank account. I don’t want a check to me. I just want my roth tsp to directly rollover to my roth ira so I wouldn’t violate the ira contribution limit. Does anyone know how I can achieve this? Thank you so much!!