So I am to deliver this list to Roul, an employee in a shop to Pelagiad. I've tried every dialogue option, which either ends up with him telling me to get lost or

I tried to do the bribe option in conversation, but for some reason all I could offer him was my friendship, which resulted in him telling me to get lost.

Help?

You need to kill the
Ranged magic and Bows will help.

It is true that Raoul's alter ego's girth does make him vulnerable to ranged attacks. However there is one non-violent solution to the quest if you have 1000 septims on hand. Ask Raoul about retiring and tap your purse to get things rolling. That being said I think you will find the less expensive approach more satisfying - and I am not merely talking about saving your gold and sating your blood lust.