So, thanks to this French forum, I fixed the problem.
I needed to add nullable=true & onDelete="SET NULL" in @ORM\JoinColumn
Here is the workable configuration, maybe it will help someone :
#User.
/**
* @ORM\OneToMany(targetEntity="\sfCommands\ContentBundle\Entity\Application", mappedBy="user", cascade={"remove"}, orphanRemoval=true)
* @ORM\OrderBy({"name" = "ASC"})
*/
protected $applications;
/**
* @ORM\OneToOne(targetEntity="\sfCommands\ContentBundle\Entity\Entity")
* @ORM\JoinColumn(name="entity1_id", referencedColumnName="id", nullable=true, onDelete="SET NULL")
*/
private $entity1;
/**
* @ORM\OneToOne(targetEntity="\sfCommands\ContentBundle\Entity\Entity")
* @ORM\JoinColumn(name="entity2_id", referencedColumnName="id", nullable=true, onDelete="SET NULL")
*/
private $entity2;
#Application.
/**
* @ORM\OneToMany(targetEntity="\sfCommands\ContentBundle\Entity\Bundle", mappedBy="application", cascade={"remove"}, orphanRemoval=true)
* @ORM\OrderBy({"name" = "ASC"})
*/
protected $bundles;
/**
* @ORM\ManyToOne(targetEntity="\sfCommands\UserBundle\Entity\User", inversedBy="applications", cascade={"persist"})
* @ORM\JoinColumn(name="user_id", referencedColumnName="id", nullable=true, onDelete="SET NULL")
*/
protected $user;
#Bundle.
/**
* @ORM\ManyToOne(targetEntity="\sfCommands\ContentBundle\Entity\Application", inversedBy="bundles", cascade={"persist"})
* @ORM\JoinColumn(name="application_id", referencedColumnName="id", nullable=true, onDelete="SET NULL")
*/
protected $application;
/**
* @ORM\OneToMany(targetEntity="\sfCommands\ContentBundle\Entity\Entity", mappedBy="bundle", cascade={"remove"}, orphanRemoval=true)
* @ORM\OrderBy({"name" = "ASC"})
*/
protected $entitys;
#Entity.
/**
* @ORM\ManyToOne(targetEntity="\sfCommands\ContentBundle\Entity\Bundle", inversedBy="entitys", cascade={"persist"})
* @ORM\JoinColumn(name="bundle_id", referencedColumnName="id", nullable=true, onDelete="SET NULL")
*/
protected $bundle;