I usually map the join table as a domain class to avoid this issue and others (collection loading performance, optimistic locking errors, etc.) This involves removing the hasMany and belongsTo and creating a CustomerRole domain class:
import org.apache.commons.lang.builder.HashCodeBuilder
class CustomerRole implements Serializable {
   Customer customer
   Role role
   boolean equals(other) {
      if (!(other instanceof CustomerRole)) {
         return false
      }
      other.customer?.id == customer?.id &&
         other.role?.id == role?.id
   }
   int hashCode() {
      def builder = new HashCodeBuilder()
      if (customer) builder.append(customer.id)
      if (role) builder.append(role.id)
      builder.toHashCode()
   }
   static CustomerRole get(long customerId, long roleId) {
      find 'from CustomerRole where customer.id=:customerId and role.id=:roleId',
         [customerId: customerId, roleId: roleId]
   }
   static CustomerRole create(Customer customer, Role role, boolean flush = false) {
      new CustomerRole(customer: customer, role: role).save(flush: flush, insert: true)
   }
   static boolean remove(Customer customer, Role role, boolean flush = false) {
      CustomerRole instance = CustomerRole.findByCustomerAndRole(customer, role)
      instance ? instance.delete(flush: flush) : false
   }
   static void removeAll(Customer customer) {
      executeUpdate 'DELETE FROM CustomerRole WHERE customer=:customer', [customer: customer]
   }
   static void removeAll(Role role) {
      executeUpdate 'DELETE FROM CustomerRole WHERE role=:role', [role: role]
   }
   static mapping = {
      id composite: ['customer', 'role']
      version false
      table 'customer_roles'
   }
}
The mapping block configures the generated DDL so it's the same as what you have now, so you won't need to make any database changes. The static helper methods aren't required but are convenient to hide the process of granting and revoking roles.
You will need to change you code. Since there's no hasMany, you can't use customer.addToRoles(...). Instead to grant a role just create a new CustomerRole instance using the create method and to revoke, delete the instance using the remove method.
The updated Role class would be
class Role {
}
and the updated Customer class would be
class Customer {
   Set<Role> getRoles() {
      CustomerRole.findAllByUser(this).collect { it.role } as Set
   }
}
This has a convenience method getRoles() which mimics the roles collection that's created for you by the hasMany since you will still need an easy way to access a customer's granted roles.