You don't have to attach any worksheets, but you must attach CRP, Certificate of Rent Paid, for each rental unit you lived during 2015. Your refund will be delayed or denied if you do not include your CRP.
Also, the instructions say to NOT staple paperwork, use paper clips instead:
More details: (page 4)
http://www.revenue.state.mn.us/Forms_and_Instructions/m1pr_inst_15.pdf