I have this script [1] that I use first to bundle all the linked Lua and C modules together in one directory. This helps consolidate all the dependencies in a single place. It does it automatically by looking in the code at all the requires and any additional modules that you want included/excluded and finds them using the same way require searches for the module and copies them over.
Once everything is in one place I use srlua [2] to make an executable. The end result is a directory with 1 executable that contains all the Lua code embedded in it and all the relevant DLLs packaged in 1 directory with these 2 commands.
