Hello Jason,
To be fully honest with you, I'm not quite sure that is possible.
The well known "prerequisites" support is now known as "dependency" support for MSIX and, as you mentioned, they are downloaded from the Microsoft Store and therefore require and internet connection.
More details about this in the following blog article:
MSIX Applications: Handle Prerequisites by Declaring Dependencies in MSIX
Under "How do dependencies work?" section, we can see there are 3 ways and all of them require an internet connection.
Please let me know if you have any other questions and I will gladly assist.
Best regards,
Catalin