Select the INCORRECTLY spelt word.

The correct answer is Relevent.

Let's analyze the spelling of each option:
1. Bureaucracy: This spelling is correct. It refers to a system of government in which most of the important decisions are taken by state officials rather than by elected representatives.
2. Embarrass: This spelling is correct. It means to cause someone to feel awkward, self-conscious, or ashamed.
3. Connoisseur: This spelling is correct. It refers to an expert judge in matters of taste, especially the fine arts, or cuisines.
4. Relevent: This spelling is incorrect. The correct spelling is Relevant, with an 'a' instead of the second 'e'. It means closely connected or appropriate to what is being done or considered.