JB Weld is probably not a bad choice.
Devcon's got a thick black liquid consistency steel-filled epoxy in their industrial line that will give you a harder surface. I would recommend you blast the surface for better adhesion. The fine aluminum oxide blasting that the little Badger air-brush style blaster produces is good for this kind of thing because it makes an activated surface too fine to grossly disturb or texture adjacent unfilled areas.
To level the job after the epoxy sets, pick up a small granite surface plate. You can get a 12" x 9" grade B for about
$15 plus shipping. That will be flat within a ten thousandth of an inch across its surface. Grades A and AA halve then quarter that error, respectively, but are a waste of money if you are going to do what I am recommending it for. What you will do with this stone plate is put some spray adhesive on the back of some wet/dry paper and glue it down to the plate. Push the sides of the slide across it to produce uniform flat leveling. By working up through the grades to 600 or 800 grit, you produce a very smooth surface that is still microscopically rough enough to be very receptive to a spray-on finish.
If you are going to Parkerize a slide without filler, you can finish it by the same method, but leave it rougher; maybe 320 or 400 grit final finish. If you are going rust blue it, go up to maybe 1200 grit.
You can, by the way, improvise a surface plate closely enough for this job by gluing several pieces of plate glass together with a slow setting epoxy. If you have to buy the glass and have it cut and the sharp edges cleaned up, though, the granite will be cheaper. It will also be flatter, more durable and a lot less trouble. You can also use the plate as a steady stand for a scale. It slows temperature changes as well, tending to reduce electronic scale drift.