When I did this, I made the list myself, of what I needed for my embedded python application to work.
I remember this worked with python15.dll:
PythonXX.dll should work, without any other external files other than the Visual C++ Runtime DLLs, which require a side-by-side manifest (see the p4d wiki page) to work.
If you want to IMPORT something, then you need to ship it and anything it depends on. That means, either you pick part of the python standard libraries you want, or you pick all of it. There is no way you need all of Python's standard libraries. But I wouldn't want to live without OS and a a few other key ones. BUt the decision is yours.