I created an installer, deployed to our test environment and got an error due to a missing dll (it was not included in the wsx file). Is it possible to create a MSP patch to shi
A patch can do anything an updated MSI can do, but it is merely a packaging and delivery mechanism that delivers an update in a more compact way. Hence you must actually create a full new version of your setup to be able to then package this new update as a patch.
Important: spend no time at all testing a patch before the full upgrade is working properly. This is a complete waste of time. It creates only mysterious errors and is a very common real-world time drain.
Unless your previous setup has gone to production and hence is "out in the wild", I wouldn't waste my time with a patch. Patches require a lot of time to create and even more time to test - there is a lot of added risk and complexity, and it is only intended to be a convenient way to deliver small updates such as what you describe without having to distribute a potentially huge, new MSI file. It is not common to use patches for UAT or QA testing unless your product is really huge and takes ages to install.
Personally I feel that MSI has failed entirely when it comes to patching. It should be an easy to use, value added feature, but it has become a hugely complicated, problematic issue in its own right.