Hey R. de Winter,
Well it's not a recommended way, but I am sure that it will help you,
What you can do is, delete the particular user role and then the errors will show you where the role is used.
After you have found the particular pages, you can just revert the deletion by Ctrl+Z.
Hope it helps!
I found the answer to my own question: A way to do it, is to threaten to remove roles from the modules. Mendix will warn you that these roles are used 45 times, and you can then click Find Usages, without actually deleting the roles.