Morning Old Gray,
That is a fab house question... You could overlap multiple drill hole to make a slot, but fab houses do not like it and may leave them out or not do the board. Overlapping drill holes can break the very small drill bits. Some slots can be inserted in the board shape file and they are inserted in the router process when routing the board. Every fab house has there own specification for the minimum width of the slot. I believe OSH Park specifies 0.1" minimum width. I think some Chinese fab houses will do narrower and specified in mm. Best to check with the fab house... I seen them done... may depend on their equipment.