It would be easier to add this on a menu link. The attributes for each link pass through the nav_menu_link_attributes
filter.
You should be able to use it to add a custom one, along the lines of (not tested):
add_filter( 'nav_menu_link_attributes', function( $atts, $item ) {
// check if $item is what you need
$atts['data-slug'] = 'something';
return $atts'
}, 10, 2);
To change the whole list items you would have to use more general walker_nav_menu_start_el
filter, which only passes string you would have to cut up more messily.