Looked into this a bit and currently the only official thing you can do is attach Merge Requests to Cards. There's an open issue with a lot of thumbs ups asking for the same thing with Issues, as well as being able to create Cards from Issues but it seems like it's been delayed/not being worked on at the moment.
I also found a bunch of different sites that offer various kinds of integrations like Zapier, Unito and Cloudpipes but I don't know if we'd want to go that route.
And a potential last resort (which I might try working out as a personal project) is to build something ourselves using Trello's API and GitLab's Webhooks, but that could be a lot of work just to sync over Issues.
Thanks for taking a look, @Bauke. I think it's probably not worth doing (or at least not at this point), the main benefit would be a somewhat fancier roadmap/issue-board, and I don't think involving another service just for that is worth it.