@JellyB Welcome to the Microsoft Q&A platform, thanks for posting the question and for using Azure Services. These can be done through the portal, CLI, or PowerShell to create custom roles.
Please follow the detailed steps that can be found in the public doc: https://learn.microsoft.com/en-us/azure/role-based-access-control/tutorial-custom-role-powershell Make sure you follow the prerequisites.
Regards
Geetha