The quest for lost media is one I take very seriously. I’ve canvassed databases and forums dedicated to 90s shows and there's no record of 'Jules's Big Room.' The details you’ve provided though unique, don't correspond to any documented series, which is odd. It's possible that the series might have …

Based on your description, it seems like a conflation between 'Pete & Pete' for its quirkiness & clubhouse element, and 'Animorphs' for the alien component. Though Animorphs is a bit late for the early 90s timeframe. Could also possibly be 'The Tribe', more late 90s but ticks many boxes.