ROS 1 Correct way to declare Python dependencies

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My package my_package also comes with an alternate my_package_msgs.

1. Dependency on another package's Python message Python lib in my_package/src has a from my_package_msgs.msg import SomeMsg statement. Currently my_package has a declared dependency my_package_msgs in package.xml (runtime and build) as well as in CMAkeLists.txt (in find_package and catkin_package). At first compiling though, catkin_make fails while it's compiling messages of dynamic reconfigure:

[  1%] Built target _robot_core_msgs_generate_messages_check_deps_CalibrationCmdActionGoal
Traceback (most recent call last):
  File "/home/screen33/ros_ws/src/my_package/cfg/JointTrajectoryActionServer.cfg", line 30, in <module>
    from my_package.states import joint_names
  File "/home/screen33/ros_ws/src/my_package/src/my_package/joints.py", line 4, in <module>
    from my_package_msgs.msg import MachineJoint
ImportError: No module named msg

The message MachineJoint is defined in package my_package_msgs that should be built BEFORE my_package. To fix it, it is necessary to sourcesetup.bash and re-compile. How to fix it so that we just have to compile once?

The package.xml has the following deps:

<build_depend>rospy</build_depend>
<build_depend>actionlib</build_depend>
<build_depend>sensor_msgs</build_depend>
<build_depend>std_msgs</build_depend>
<build_depend>control_msgs</build_depend>
<build_depend>trajectory_msgs</build_depend>
<build_depend>dynamic_reconfigure</build_depend>
<build_depend>my_package_msgs</build_depend>

<exec_depend>rospy</exec_depend>
<exec_depend>actionlib</exec_depend>
<exec_depend>sensor_msgs</exec_depend>
<exec_depend>std_msgs</exec_depend>
<exec_depend>control_msgs</exec_depend>
<exec_depend>trajectory_msgs</exec_depend>
<exec_depend>dynamic_reconfigure</exec_depend>
<exec_depend>my_package_msgs</exec_depend>
<exec_depend>message_runtime</exec_depend>

And the CMakeLists.txt is the following:

cmake_minimum_required(VERSION 2.8.3)
project(my_package)

find_package(catkin REQUIRED
  COMPONENTS
  rospy
  actionlib
  sensor_msgs
  std_msgs
  control_msgs
  trajectory_msgs
  dynamic_reconfigure
  my_package_msgs
)

catkin_python_setup()

generate_dynamic_reconfigure_options(
  cfg/JointTrajectoryActionServer.cfg
)

catkin_package(
  CATKIN_DEPENDS
  rospy
  actionlib
  sensor_msgs
  std_msgs
  control_msgs
  trajectory_msgs
  my_package_msgs
  message_runtime
  dynamic_reconfigure
)

install(DIRECTORY launch DESTINATION ${CATKIN_PACKAGE_SHARE_DESTINATION})
install(DIRECTORY config DESTINATION ${CATKIN_PACKAGE_SHARE_DESTINATION})

2. Dependency on a Python package Python lib in my_package/src also needs numpy, pygame and a couple of other Python pacakges. What's the best way to make them automatically installed? An additionnal statement setup_args['requires'] = ['numpy', 'pygame'] in the CMakeLists.txt template with catkin_python_setup activated seems ignored. How can we prevent a manual install of these packages with pip?