It may not directly harm them but they can pick up parasites such as heart worm from eating slugs or snails and these can be very harmful. Check with your vet for possible parasites in your area and symptoms of infection so you know.
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Slugs and snails carry the larvae for lungworm (Angiostrongylus Vasorum) which, if ingested, can be transferred to the dog with potentially fatal consequences.
I don't think so. Any dog having dealt with a slimy slug once, is unlikely to want to repeat the experience.