OpenVINO has some 30MB libmkl_tiny_tbb.so, which is "The special version of MKL dynamic library packed specially to use within Inference Engine library.", as stated in version.txt.
MKL-DNN has 125MB libmklml_gnu.so. Is there a way to build a ~30MB file from MKL-DNN git hub repo?
It looks like you also posted this it the Intel/MKL Github project and the answer is "no." So I'm linking to that so others who might have the same question can get to the answer.
mkl_tiny is built using Custom DLL builder. The size of the resulting library depends on how many symbols you put in it. IIRC, mkl_tiny has only gemm and maybe very few extra functions, while mklml has many more functions from BLAS, some LAPACK functions, and even functions from VML/VSL domain.