Today is the day that I drop some knowledge for all of you. Rock God Tycoon has 3,335 included files totally up to 342 MB. That isn't that much obviously but the issue with included files is that Game Maker likes to copy and move these files to a temporary running folder each time you compile your game.
I have to clear my Game Maker temp folder every 25 runs or so (it's a small SSD but a fast one).
What's the solution?
Assuming you aren't constantly modifying included files (or at least the files you don't mind moving), you can put them in this folder: %localappdata%/gamename
When you do working_directory Game Maker will check the appdata folder generally or its temporary running folder.
This isn't a perfect solution as I mentioned before since editing these files is now a little more annoying but in all honesty, the reduced compile time is certainly worth it.