Hey everyone! Figured I'd drop in with an official word on plated slots through OSHPark.
It's true that we don't officially support plated slots, but they can be fabricated, and regularly go through just fine. The callout is a bit strange in the KiCAD UI, but you can see the full details of what we expect here: http://support.oshpark.com/support/solutions/articles/134889-internal-cutouts-and-slots
The most critical note is simply that there's a small (but non-zero) chance it won't be fabricated properly. It's very rarely an issue these days, but until it's 100% we don't want to claim full support.
In any case, for now getting KiCAD to generate that is basically as simple as making a Line on the EdgeCuts layer that goes the from the center of one end of the slot, to the center of the other end, and making the line width the slot width. When that's combined with the native Slot tool, everything will show up as we expect it. Not quite ideal, but it works for now.
DavidCary's conversion tip is highly suggested if you're feeling iffy about using the slots. We currently recommend slots only if they're absolutely critical to the layout, which does happen from time to time.
At some point in the future we're planning on scanning the drill files for the G85 Drill callout KiCAD generates for slots, and then generating any needed fabrication layers. We have some updates that need to happen before we can do this, but afterward we should have proper slot support. We'll update the Design Rules and FAQ pages when it happens, and should have an additional "Slots" image on our previews as well.
OSHPark seems to use 'libgerbv' to render the preview images on their website. As of now this software doesn't support oval drill holes, they get displayed as off-centered round holes.
Yep. That's exactly right, although not the exact reason we're not offering support yet.