I don't even bother with the extension nut... I just slip a finishing nail under the strings near the regular nut, and it raises the string height just enough to use the slide.

Later in the set when I need to have a regular guitar, the nail slips out easily.

You can even treat it like a "slide capo", sliding it under the strings at any fret. this can be useful when you want the open strings to be in the key of the song

https://www.dropbox.com/sh/ey71h8ep047758h/AAC12jNM0Hz9Q8zsh5iDeqNHa?dl=0