I think AA's bullpen construction is fine. Sure it would be nice to add another sure thing in the pen to go with Cecil and Loup, but he likely does not have a lot of money left to spend and thanks to the Royals the market for relievers is very expensive. Between Lopez, Guilmet, Jenkins, Rasmussen, Schultz, Tepera, Delabar, Drabek, Redmond, Infante, etc, I'm sure there is a combination of that group that can form a solid bullpen. Not to mention the off-season is still young so there is time to sign or trade for more help.
Adding wins is most important. Bullpens are so volatile year to year that it's easier to add wins elsewhere since other positions are more predictable.