Check point 23.3 in the documentation. You can add roles in the security.yml. If you are using the role handler it works like this.
security:
...
role_hierarchy:
# for convenience, I decided to gather Sonata roles here
ROLE_SONATA_FOO_READER:
- ROLE_SONATA_ADMIN_DEMO_FOO_LIST
- ROLE_SONATA_ADMIN_DEMO_FOO_VIEW
ROLE_SONATA_FOO_EDITOR:
- ROLE_SONATA_ADMIN_DEMO_FOO_CREATE
- ROLE_SONATA_ADMIN_DEMO_FOO_EDIT
ROLE_SONATA_FOO_ADMIN:
- ROLE_SONATA_ADMIN_DEMO_FOO_DELETE
- ROLE_SONATA_ADMIN_DEMO_FOO_EXPORT
# those are the roles I will use (less verbose)
ROLE_STAFF: [ROLE_USER, ROLE_SONATA_FOO_READER]
ROLE_ADMIN: [ROLE_STAFF, ROLE_SONATA_FOO_EDITOR, ROLE_SONATA_FOO_ADMIN]
ROLE_SUPER_ADMIN: [ROLE_ADMIN, ROLE_ALLOWED_TO_SWITCH]