I normally just use mahogany shims that I get from edge binding for furniture making. It comes in huge rolls. I think I have 100ft of it. But I also use it to make purflings too. I'm not one to argue with Frank, and I'm not really, but I like wood. And when I tell customers that, 'It's the same wood the neck is made out of' they really like it.
If the nut id finished in then definitively try filling the slots. I have one personal experiment going with a baking soda slot fill on one of my guitars going on ten years now with no problems. I like to use bone dust but I don't have a problem with the baking soda fill either.