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>>Could you please let me know exactly which dlls from the redistributable folder should we inlcude with our software?
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The user is Not asking about how to build a custom DLL with MKL functions and he is asking about runtime DLLs which are used at runtime.

>>...Currently it fails to run unless we include all of the dlls in the program folder.

A Redist\Mkl\... folder contains lots of DLLs however only a couple of them are really needed and it depends on what MKL functions you're using on some computer with some Operating System and some CPU.

I gave you a small example of runtime CPU dispatching of MKL DLLs, that is mkl_p4.dll and mkl_avx.dll. Please provide more technical details about your runtime problems.