$resolver->setDefaults([
    'my_option' => null,
]);
$resolver->setAllowedValues([
    'my_option' => ['one', 'two', 'three'],
]);

With this configuration, the option my_option must be defined because it can't be null.

Is this wanted? I can't find any note about this on the upgrade guide.

This causes an InvalidOptionsException with HWIOAuthBundle. We now have to define all options or wait for a bundle update: see options configuration where access_type was optional.