There really isn't any "appropriate documentation" other than the skinning document.  The DNN skin is basically just tables or CSS for positioning elements, so slicing a PSD file really isn't different just because you're using DNN.  There are some issues, such as if you decide to use a logo, as in the [LOGO] tag, it helps if the logo is just the logo and not a slice of the image.  But then you need the underlying image without the logo as the table cell background.  The alternative is not to use the logo tag and just show the slice as the table cell background.

Another issue is containers, which may mean extra slices of the PSD file.  Or repeating backgrounds, which reduce your page size but aren't a "slice" as such.  Again, these are really no different than a non-DNN site.

Jeff

One other thing to remember is that slicing an image isn't the only way to get the result you want, and often not the best way.  For example, if your image has a light blue background for one column, you would be better off using a CSS class for the background of that particular pane than slicing the PSD for it.  If the pane changes size the color background moves appropriately.  And if you choose to change to a pale green, it's a couple characters in a CSS file and your change is made.  You don't have to change the Photoshop master file and reslice.

Also, when I do a Photoshop file for a site, I always break it into layers for almost every element.  Makes changing or adapting much easier.

Jeff