That should be under the Uni Selector option "Display Name Format" in conjuction with the Additional Columns which you can reference in the Display Name Format. You can include RoleID in the additional columns and make a macro to get the name from it, otherwise you can also use the Additional Columns to add in the RoleName itself
(Select top 1 RoleName from CMS_Role where CMS_Role.RoleID = RoleID) as RoleName
That should pull it in, then use the RoleName in the display name format i believe...