I think it's rather annoying not to be able to build all of the
packages from a clean source, with no other help than XEmacs itself.
The problem is that building tm depends on being able to load the
auto-autoloads from rmail, and vice-versa. As a result, bbdb can't be
built, as this depends on the auto-autoloads from tm.
IIRC, you also need the texinfo package already available beforehand,
so that the info-files that makeinfo can't handle can be built. Maybe
the texinfo package should be taken from where the packages are being
built at the time.
And (I probably repeat myself here) I think that no lisp from any
packages should be necessary to build the XEmacs binary. I.e. all lisp
needed to build should be included in the XEmacs-core sources.