This begs the question, how tight a tolerance are you using on the slots? The thickness spread (tolerance) on Hot Roll (HR) sheet is not that great. Surely the slots could be large enough to accommodate that spread and not cause a problem.
If you are relying on slots to position welded assemblies tighter than HR-sheet tolerances then I suggest a new look at the design process, you will be getting into machined slots and tabs territory.
Find yourself a copy of the ASTM specs for the steel you are using.