Nut slot needs to be super-clean. If you've been using any of the nut slot lubricants, it needs to be totally cleaned off. Slot should be roughed-up to, a polished nut slot won't hold a fill very well in most cases.
Never tried this, but it might work : maybe pack some baking soda in the slot, then get a guitar string, wipe it with paste wax, then press the string in the slot (short piece will stay more straight), then run water-thin super-glue in there. When dry, pop out the piece of string, and if all goes well, you could end up with a new perfectly shaped string slot.
I guess the waxed piece of string should be a slightly larger gauge. Again, this is an idea that I've never actually tried, but I'm quite curious how it would work.
It would be best if the nut is not in the guitar when doing this.
I use superglue and paper - an Ernie Ball string packet is perfect.
As has already been said, you want to make sure the old groove is clean and slightly roughened. Put a drop of superglue in the groove, tear a small square of paper, and press it down hard into the slot with a blunt knife blade or something, and if necessary add a tiny bit more glue. Then when it's hardened, clean it up smoothly and recut a new groove.
It sounds like a bodge, but actually the paper and glue makes a very strong, hard composite that doesn't chip, and seems to last very well. I often do this on guitars where just one slot is too low or wide, especially if it's something vintage where you don't want to change an original nut if you can avoid it. I wouldn't say it's quite as good as a new nut, but close enough - I played my '65 Jaguar with the G string slot filled like that for several years, it never gave me any trouble and sounded fine.
i never tried the paper and glue method. i have used paper on the bottom side of a nut when i wanted to shim the entire nut up.
i've always just used some of the nut dust (file a little of the top of the nut) and then pack it into the slot and drop some gule in there, follow w/ a bit of accelarator. then recut and slot as needed.