To do this properly, you need to walk the assemblies, picking up the dependencies... if your exe needs Dll_A, and Dll_A needs Dll_B (even if the exe doesn't reference it), then your exe also needs Dll_B.
You can query this (on any assembly) via reflection; it takes a little work (especially to guard against circular references, which do happen; here's an example that starts at the "entry assembly", but this could just as easily be any assembly:
    List<string> refs = new List<string>();
    Queue<AssemblyName> pending = new Queue<AssemblyName>();
    pending.Enqueue(Assembly.GetEntryAssembly().GetName());
    while(pending.Count > 0)
    {
        AssemblyName an = pending.Dequeue();
        string s = an.ToString();
        if(refs.Contains(s)) continue; // done already
        refs.Add(s);
        try
        {
            Assembly asm = Assembly.Load(an);
            if(asm != null)
            {
                foreach(AssemblyName sub in asm.GetReferencedAssemblies())
                {
                    pending.Enqueue(sub);
                }
                foreach (Type type in asm.GetTypes())
                {
                    foreach (MethodInfo method in type.GetMethods(
                        BindingFlags.Static | BindingFlags.Public |
                             BindingFlags.NonPublic))
                    {
                        DllImportAttribute attrib = (DllImportAttribute)
                            Attribute.GetCustomAttribute(method,
                                typeof(DllImportAttribute));
                        if (attrib != null && !refs.Contains(attrib.Value))
                        {
                            refs.Add(attrib.Value);
                        }
                    }
                }
            }
        }
        catch (Exception ex)
        {
            Console.Error.WriteLine(ex.Message);
        }
    }
    refs.Sort();
    foreach (string name in refs)
    {
        Console.WriteLine(name);
    }