aha! yeah, RL is only a list generating tool, not a ROM scanning/validating tool. You want CMPro for that.
So get your rom collection, ideally one that is closely related to the version of MAME you're running.
Open CMPro and have it scan your roms. It will validate that for each game you have the correct files inside the zip.
While you're in CMpro, I suggest converting your set into a "split set". This takes up a huge amount of hard drive space, but gives you a 1 zip == 1 game. Doing that makes it really easy to delete any games you don't want by just deleting the zip file, and also avoids the issue where deleting the wrong zip could make a dozen other games break with missing files.
Then run romlister to make a list of the games/genres you want to have on your machine. If you want to delete the games that are not in your list, you can have romlister build batch files to help with that too.
Finally, go back into cmpro and have it merge whatever zip files you have left back into a merged set. This will shrink the amount of hard drive space you will be using for your end product. Since space is cheap, I never got around to this step.

edit: clarification