The answer is quite simple: You are not missing anything - the official way to do it is via "%pip install".

Having that said, i once played around with cluster policies in that regard. The idea was to define external dependencies as cluster policy and then use the policy in DLT pipelines.

That seemed to work basically, BUT it also caused a new issue in my case: It led to the DLT cluster being newly provisioned/started on every new run, which negates the whole "development mode" feature of DLT.