Is this a bad practice to include the minified jQuery and the plugins in a single file with my script?

Is this a bad practice to include the minified jQuery and the plugins in a
single file with my script?

We are developing a certain plugin that will be used on the websites of
multiple customers, and we won't be able to control the pages where it
will be included. We are using jQuery a lot, with a number of plugins,
and, of course, we do it in the noConflict mode to allow our customers
keep their jQuery version if they are using it. That, however, requires
that jQuery and all the other dependencies are loaded before our plugin,
so that makes for several <script /> tags and several HTTP requests. It's
very tempting to minify all the dependencies (jQuery and jQuery plugins)
and concatenate it with our own plugin into a single file.
Would that be a bad practice or is it the precise way this should be done?