I have 3 applications in my Symfony Project :
I'want when i'm connected on app1 and i taped the url of app2 insted of bolcking me and tell me that i don't have the right credentials redirect me to the app1 that i'm connected
I had the same problem and took a look to the filter chain of symfony: 06-Inside-the-Controller-Layer.
If you are using security filter you might have to extend it or implement one on your own.
hope this helps.