The feature explained in this article doesn't work in modern Symfony applications that have no bundles. The workaround is to temporarily create a bundle. See doctrine/doctrine#729 for details.
php bin/console doctrine:mapping:convert --from-database annotation ./src/Entity
1) create a symfony 3.3 installation
2) doctrine:mapping:import from existing database
3) copy and paste Entity files in my new symfony 4 project (after change "AppBundle" with "App" in each one)
4) doctrine:schema:update --force in new symfony 4 project