[quote]Is there an easy way to make it also generate the dictionary for included header files?[/quote]Sorta (you would need to turn on default pragma linking and write a linkdef for your file for ACLiC) but this is not what you want 
. This would generate the dictionary for every single header it sees including all the system headers.
There is a directive that you can use #pragma link C++ defined_in filename; to create a custom file (that would #include and #pragma link all the needed headers) but in older version of ROOT the filename needed to be a full path name.
The easiest is simply to .L filename.h+ all the header you need.
Cheers,
Philippe.