Air carrier Captain reported receiving a terrain warning during a visual approach to ROA. Crew stopped descent and continued without further incident.

Narrative

We were being vectored for the visual approach to runway 24 into ROA. We were on a heading of 330 degrees and 4;700ft between HIBAN and PROSE; just slightly south of the approach course over the ridge when we received clearence for the visual approach. The First Officer then set 3;700 ft; the altitude intercept for HIBAN and I confirmed it. He then proceeded to descend following the FPA (Flight Path Angle) guidance as we were approaching the final approach course. We had previously briefed the report regarding terrain warning issues in approaches exactly like this one and talked about where potential terrain issues may arise. We both confirmed we had visual contact with the terrain below and around us and confirmed we were clear of any terrain and obstacles all the way to the airport. At just over 4;000ft while following the FPA we heard the aural warning 'Terrain'; we both confirmed we had visual contact and separation with the terrain well below us but we went ahead and selected ALT hold to stop our descend so we could assess the situation. We once again confirmed were cleared of any terrain and then decided we were okay to continue turning final and once on the final approach course continued following the FPA. We both had the TERR page pulled up on both sides and neither side showed any terrain near us. We landed in ROA without further incident.I believe that even though we were cleared of any terrain with a margin that both the FO and myself felt comfortable with; whatever the margin that is set within EGWPS (Enhanced Ground Proximity Warning System) is probably much more conservative and it triggered the terrain alert.Even though we were visually cleared of any terrain the lesson learned from this for myself would be to stay at the last vectored altitude until having fully intercepted the final approach course and THEN begin the descend; which may require in this instance a slightly steeper than normal descend to catch up with the FPA or simply ask for vectors closer to PROSE and have more room to descend at a slower descend rate while on the final approach course.