1_PhoneNumber.php

<?php 

namespace Acme\Project\Model\User\Value;

use Acme\Project\Model\Core\Validation\Assert;

final class PhoneNumber
{
    /**
     * @var string
     */
    private $value;

    /**
     * @param string $phoneNumber
     */
    public function __construct($phoneNumber)
    {
        Assert::string($phoneNumber, "Invalid phone number.");

        $this->value = $phoneNumber;
    }

    /**
     * @return string
     */
    public function __toString()
    {
        return $this->value ?: ''; // required because doctrine disables the constructor when creating
    }
}

2_User.orm.yml

Acme\Project\Model\User\Entity\User:
    type: entity
    table: user
    id:
        id:
            type: guid
            generator:
                strategy: none
    fields:
        registeredAt:
            type: datetime
            column: registered_at
    embedded:
        phoneNumber:
            class: Acme\Project\Model\User\Value\PhoneNumber
            columnPrefix: false
            nullable: true   # <--- new option

3_PhoneNumber.orm.yml

Acme\Project\Model\User\Value\PhoneNumber:
    type: embeddable
    fields:
        value:
            type: string
            column: phone_number   
            nullable: false