I have a database that was exported with pg_dump, but now when I'm trying to import it again with:
psql -d databasename < mydump.sql
It fails trying to grant roles to people that don't exist. (error says 'Role "xxx" does not exist')
Is there a way to import and set all the roles automatically to my user?
The default behavior of the import is that it replaces all roles it does not know with the role you are doing the import with. So depending on what you need the database for, you might just be fine with importing it and with ignoring the error messages.
Quoting from http://www.postgresql.org/docs/9.2/static/backup-dump.html#BACKUP-DUMP-RESTORE
Before restoring an SQL dump, all the users who own objects or were granted permissions on objects in the dumped database must already exist. If they do not, the restore will fail to recreate the objects with the original ownership and/or permissions. (Sometimes this is what you want, but usually it is not.)