The documentation on kendo ui and requirejs seems to miss some stuff.
They tell me how to use kendo.web.min which have everything included:
http://www.kendou
This is taken from the official Kendo docs at http://docs.kendoui.com/getting-started/using-kendo-with/using-kendo-with-requirejs
Assuming that kendo has set up dependencies of their modules correctly, setting up a path like k: "http://cdn.kendostatic.com/VERSION/js
which points to the modules directory (NOT one individual module) and use a module in like k/kendo.grid.min
should all that's required.