A question is a bit old, but better later than never.
You just need to create a custom provider - if you want to integrate the bundle with FOSUserBundle you need to override the FOSUBUserProvider class.
In HWIOAuthBundle/Security/Core/User directory you may find all providers that are available in the OAuthBundle out of the box.
To create new user while connecting you just need to override loadUserByOAuthUserResponse() method of the FOSUBUserProvider (or EntityUserProvider, etc.) provider class. As you may see, default method throws an exception if the user is not found in database, you just need it to call userManager and create new entry.
This is exactly the same situation as with FOSFacebookBundle intergration (if you did so).
Hopes this answer helps you (especially it may sound a bit chaotic).
Edit:
I've posted a blog post explaining the integration process.