Researching with methodologies focused on social impact in line with the SDGs is one of the priority orientations of the Horizon Europe program, as shown in the official European Commission document on impacts for this program. In this sense, researchers must forecast how their project will improve citizens' lives. Until now, many investigations showed the evaluation of the social impact through knowledge transfer activities that, although undoubtedly important, are not enough since the social impact is defined as the improvements derived from using the knowledge transferred to society. The search for the social impact of new research requires the introduction of impact indicators from the design, throughout the project development, and when the project ends. The introduction of indicators, in particular if they are decided in dialogue with the participants, allows not only to foresee a greater social impact but also to improve and adjust the methodology to be used. We explore this aspect in the context of research with social impact that starts from how the COVID-19 pandemic is increasing the inequalities suffered by the Roma population, causing the aggravation and creation of new problems and needs. Thus, we explain in detail how the selection of indicators that monitor the social impact, in dialogue with the Roma population, allows the design of research projects that are more appropriate to the current context.