You don't need to keep them out of a room. You just need to assign each to its own group in the iConnectHue app. Can't do it in the official Hue app though.
Yeah, not with the official Hue app, but you should be able to with a third party app like iConnectHue. iConnectHue lets you add lights to groups, which are different than rooms. A light can be assigned to both a room and groups at the same time. Similarly to rooms, you can set up scenes for groups.
So what he would need to do would be to create a new group in iConnectHue that contains just the light he wants to control with the dimmer, create a few scenes for that group (On, Off, Dimmed, whatever), and then the iConnectHue app will let you program the buttons on the Hue dimmer to control that group / light.
But my original question for hokiepokie07 was... why do you want a dimmer remote to control a single light from your bedside or whatever when you can just use your phone, which is presumably by your bedside as well, as the remote to control that single light. If you have HomeKit set up, you don't even need to unlock your phone. Just swipe up and bam, control it from control center. I have Hue dimmers mounted on my walls that control all of the lights in the room in place of dumb switches, and if I want to control an individual light within the room, I just use Siri or iOS control center.