Thanks Taco to help me on this issue.
I eventually use (allmost copy-paste from #context):
\setbox0=\hbox{--~}
\def\indenteddash#1{\hskip\parindent--~}
\definesymbol[indentdash][\indenteddash]
\setupitemize[each][indentdash,packed,joinedup,intext][indentnext=yes,width=\dimexpr
\parindent + \wd0 \relax]
Cheers,
Renaud