A third way to add to the answer of @kevin, is:
To recieve the value as String and set a validation-annotation. The validation-annotation could like:

@Constraint(validatedBy = {ValidEnum.EnumValidator.class})
@Target({TYPE, FIELD, TYPE_USE, PARAMETER})
@Retention(RUNTIME)
@Documented
public @interface ValidEnum {

    String message() default "your custom error-message";
    Class<?>[] groups() default {};
    Class<? extends Payload>[] payload() default {};
    Class<? extends Enum<?>> enumClass();

    class EnumValidator implements ConstraintValidator<ValidEnum, String> {

        protected List<String> values;
        protected String errorMessage;

        @Override
        public void initialize(ValidEnum annotation) {
            errorMessage = annotation.message();
            values = Stream.of(annotation.enumClass().getEnumConstants())
                           .map(Enum::name)
                           .toList();
        }

        @Override
        public boolean isValid(String value, ConstraintValidatorContext context) {
            if (!values.contains(value)) {
                context.disableDefaultConstraintViolation();
                context
                        .buildConstraintViolationWithTemplate(errorMessage)
                        .addConstraintViolation();
                return false;
            } else {
                return true;
            }
        }
    }
}

And use this newly created annotation to set on your class:

@Getter
@Setter
@NoArgsConstructor
public class UpdateUserByAdminDTO {
    private Boolean isBanned;
    private @ValidEnum(enumClass=RoleEnum.class) String role;
    private @ValidEnum(enumClass=RoleEnum.class, message="an override of the default error message") String anotherRole;
}

This way you get to reuse this annotation on whatever enum variable and even have a custom error for each of the different enums you want to check.

One remark: the annotation does not take into account that the enum may be null, so adapt the code to your needs