On my setup, I actually turned the saddle 90 degrees and use a sliding dovetail to adjust my balance. Might not be what your after, you can see what I mean on the link below.
If you think the bar is strong enough then slots might be the answer especially if you are not going to change the setup.
You will have to be careful with your balancing, you will have to balance on 3 axis now.
Cheers
JohnG
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