Controlled doping of SrCu2(BO3)(2), a faithful realization of the Heisenberg spin-1/2 antiferromagnet on the Shastry-Sutherland lattice, with nonmagnetic impurities generates bound states below the spin gap. These bound states and their symmetry properties are investigated by exact diagonalization of small clusters and within a simple effective model describing a spinon submitted to an attractive extended potential. It is shown that Raman spectroscopy is a unique technique to probe these bound states. Quantitative theoretical Raman spectra are numerically obtained.