#1, why recomple modules when slackware default comes with all of them precompiled? Make sure you really need to do it(source update or something similar).
#2, make sure it's the exact same version of your RUNNING kernel. Make sure that your modules compile against the exact same static configuration as you are RUNNING - else they *shouldn't* load.
#3, Yes, it's fine to do it following the above two suggestions.