I found that 9.2 only supports up to VS 2017, but is there a way to make it work with VS 2019. I really don't like having more dependencies than I actually need.
CUDA 9.2 is not compatible with any version of Visual Studio 2019.
It appears that the basic purpose of the CUDA 10.1 was to fix an incompatibility with the library headers and CUDA's NVCC compiler.
Microsoft explains the problem in detail:
The crux of the problem is about two C++ compilers adding modern C++
standard features at different paces but having to work with a common
set of C++ headers (e.g. STL headers). We heard from many of you that
this issue is forcing you to stay behind on older versions of Visual
Studio. Thank you for that feedback. Together with NVIDIA, we have a
solution in place that enables all Visual Studio 2017 updates and
Visual Studio 2019 versions to work with CUDA 10.0+ tools.
I would verify that the software that requires CUDA 9.2 does not actually work with CUDA 10.1 since at first glance it appears that 10.1 supports both Visual Studio 2017 (15.6+) and Visual Studio 2019 and fixes the compatibility first and foremost.
Basically, there isn't a way around this problem, if there was Nvidia would have released an update for CUDA 9.2.
Source: CUDA 10.1 available now, with support for latest Microsoft Visual Studio 2019 versions