Given the lack of solutions out there for such an important feature (I have been searching everywhere for 3 days now), I ended up doing it kind of manually.
Webpack allows to specify the name of the chunk that a dynamic import will generate. If you use the same name for all the relevant components involved in a feature (if features are your approach to chunking), then you can do something like this:
/* ********************************** ACCOUNT ********************************** */
export const Account = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "cuenta" */ './pages/Account/Account'));
export const MyConsumption = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "cuenta" */ './pages/Account/MyConsumption/MyConsumption'));
export const MyAccount = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "cuenta" */ './pages/Account/MyAccount/MyAccount'));
export const Settings = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "cuenta" */ './pages/Account/Settings/Settings'));
export const Notifications = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "cuenta" */ './pages/Account/Notifications/Notifications'));
/* ********************************** OTHER PRODUCTS ********************************** */
export const Sectors = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Sectors/Sectors'));
export const SectorsList = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Sectors/SectorsList/SectorsList'));
export const SectorFile = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Sectors/SectorFile/SectorFile'));
export const SectorRiskReport = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Sectors/SectorRiskReport/SectorRiskReport'));
export const PressMail = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/PressMail/PressMail'));
export const ValoraInfo = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Valora/ValoraInfo'));
export const ValoraReport = lazy(() => import(/* webpackPrefetch: true, webpackChunkName: "otros-productos" */ './pages/OtherProducts/Valora/ValoraReport'));
And the result will be chunks like this (notice the 2 chunks above the one in yellow, result of the code you see above):

This is something that is worth sharing and a way to create chunks that make sense. My main chunk is way lighter and the vendor one as well, so we can provide a progressive experience and cache the resources that will be used again and again by the user.
I hope I help someone out there.