You can add a new weapon category by making two INI changes:


Go To XComGrimyTrainingRoulette.ini
Add the category to either PrimaryWeaponNames or SecondaryWeaponNames
you may want to look up the weapon category for the mod added weapon category

Example:
PrimaryWeaponNames[0] = "rifle"
PrimaryWeaponNames[1] = "shotgun"
PrimaryWeaponNames[2] = "cannon"
PrimaryWeaponNames[3] = "sniper_rifle"
PrimaryWeaponNames[4] = "NewWeapon"


Go to XComGameData.ini
Add loadout all the new loadout combinations necessary:

IE add the following if you're adding a primary weapon:

+Loadouts=(LoadoutName="Roulette_NewWeapon_pistol", Items[0]=(Item="AssaultRifle_CV"), Items[1]=(Item="Pistol_CV"))
+Loadouts=(LoadoutName="Roulette_NewWeapon_sword", Items[0]=(Item="AssaultRifle_CV"), Items[1]=(Item="Sword_CV"))
+Loadouts=(LoadoutName="Roulette_NewWeapon_gremlin", Items[0]=(Item="AssaultRifle_CV"), Items[1]=(Item="Gremlin_CV"))
+Loadouts=(LoadoutName="Roulette_NewWeapon_psiAmp", Items[0]=(Item="AssaultRifle_CV"), Items[1]=(Item="PsiAmp_CV"))
+Loadouts=(LoadoutName="Roulette_NewWeapon_grenade_launcher", Items[0]=(Item="AssaultRifle_CV"), Items[1]=(Item="GrenadeLauncher_CV"))