>> I contacted the manufacturer and they told me to put a series of
>> holes separated by half diameter and add a note in a file saying
>> that the holes must be merged in a slit.

I've had one board made with slots to take a DC connector. I didn't do
the gerbers, the board house did from my schematic and instructions. It
looks to me like it was 3 holes very close together that were merged. As
there were only 10 boards per run they may have routed them one board
at a time with the drill bit. There are cutouts in the board that I'm sure 
are
in the mill layer and those cuts are a lot wider than these 'drilled' slots

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