As it turned out from the docs, it is possible to have entities and mappings in separate bundles. To do so, you have to configure doctrine in the main config as in following example:
orm: auto_generate_proxy_classes: %kernel.debug% ... entity_managers: default: mappings: (...)DataAccessLayerBundle: type: xml dir: ../DataProvider/DatabaseBundle/Resources/config/doctrine
I still had to move my BaseEntity class from Entity\Base to Entity folder for this to work, but this is a little sacrifice compared to the flexibility gained.
Config reference: http://symfony.com/doc/2.0/reference/configuration/doctrine.html