When we use the deployment wizard to deploy only one application, how can we deploy the shared roles linked to this application?

When you use the deployment wizard to deploy only an application (meaning the updated version of the permissions and permissions sets) you also automatically deploy all the data linked to this application. Therefore, if a shared role is linked to the application, it will be deployed as well.

If you have modified the permission set linked to this shared role, the modification will be taken into account.