I uploaded two dependent CLs, both as WIP:
1) https://crrev.com/c/998893
2) https://crrev.com/c/999533

I then triggered a dry run on the second one. The Commit Bot replied with:

Dry run: CQ dry run requires all CL dependencies to be approved. Please, get approval on these CLs and re-trigger CQ dry run:
  https://chromium-review.googlesource.com/998893

I don't even know what "approval" is supposed to mean in this context. After triggering a dry run on the first CL, however, it worked.