I saved a file named types.skipper.cfg.xml next to my project file BX Formation.skipper and wrote the following content in it:
<?xml version="1.0"?>
<skipper-configuration xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
    <mvc-support-orm mvc-name="Symfony2" orm-name="Doctrine2">
        <data-types>
            <data-type name="action_type"/>
        </data-types>
    </mvc-support-orm>
</skipper-configuration>
I expect to see the new "action_type" in the appropriate select box, but nothing new appear.
The procedure I did follow is explained here: Project configuration files