Here's what I do Francesco for oddly shape (spline, curved, etc) slots.
-I use Thin extrude with half the slot width on side 1 and side 2. That gives me the desired width slot centred on my sketch.
-I set the side 2 value equal to the side 1 so I only need to change one of them
-To get the circular finish I do a fillet in the 4 corners that are created and as a value I chose, from the equation editor or by dimension name if I remembered to check it, the half value in the thin-extrude cut.
It's a couple of steps more, but it's not very much slower once you get the hang of it.