If you get the sets from The Most Pleasurable of Domes you can get them in 3 flavors Merged, Split and Non-Merged so no CLRMAMEPro necessary. If you get the non-merged set which would be the largest all the games contain every file that the game needs to run this is the best set to have if you want to delete stuff from the set because no games are dependent on any other files everything should be self contained (Not sure if the BIOS is included in the game archive or not as I don't have a non-merged set) The issue with the merged set is it only the parent rom has a archive and the pieces of the clones are inside that archive so for instance Pac-Man is one of the games on your list only Puck Man rom will have a file in the merged set and after import you would have to change the puckman rom name to the pacman rom name in order to play Pac-Man with the Non-Merged you can throw away the puckman rom because the pacman rom contains the puckman rom already.
http://docs.mamedev.org/usingmame/aboutromsets.html
This here explains it much better than I can.