You should make a custom dojo build that creates one js file as a result. follow this instructions from a previous QA:
EDIT:
The build should add those html files inline, but doesn't. I googled a bit and found this link related to your problem:
It suggests a fix using this link
Citation:
If you are using the AMD style of module definition, then you can specify a text dependency like so:
define(["dojo/text!some/file.html", "other/module"],
function(template, otherModule){
...
// to use the contents of the html file, treat template as if it were a normal string
someNode.innerHTML = template;
...
});
The build system should automatically convert the text dependency to an inline string literal. Most Dojo files are already formatted to use this feature, but I can't account for dojox modules. I'm not sure whether similar functionality is possible with the dojo.require/dojo.provide system of dependency declaration.