Answering my own question as I found the solution.
1/ I created (and registered) a new event listener called NewFacebookUserListener:
...
/**
* {@inheritDoc}
*/
public static function getSubscribedEvents()
{
return array(
MyCustomEvents::NEW_FACEBOOK_USER => 'onNewFacebookUser'
);
}
public function onNewFacebookUser(UserEvent $event)
{
// we get the user
$user = $event->getUser();
// and now you can do what you wish
}
2/ In my FacebookProvider (located under Security/User/Provider), I added a few lines to dispatch this new event:
$user->setFBData($fbdata);
// we send a "FB user created" event
$dispatcher = $this->container->get('event_dispatcher');
$dispatcher->dispatch(MyCustomEvents::NEW_FACEBOOK_USER, new UserEvent($user, $this->container->get('request')));
And as expected, the event is dispatched only when a new Facebook user is created.