If your main option will be that you're going to replace the saddle ultimately, you could always try working with what's there.
I don't know how easy it would be to take it off, though. If you decided to give it a try without taking it off... man... dunno. I've done some stupid stuff before and it worked out all right for me, so you might get lucky. But the key word here is "stupid". Since I'm a bit dumb, though, and IF I were dumb enough to try this stunt... I'd want to make sure I had a heck of a good jig in place (to provide a stable surface and NOT relying only on the top for support, as well as to protect the rest of the guitar), that my depth was set right (using the existing slot and some cardboard or something as a feeler) and that I had the right sized bit.
another problem I can see-- even cutting a new slot at an "opposing" angle, there's going to be a lot of overlap with what was already there. It's not like the crossover will be perpendicular or anything, so you'll have several centimetres (at least) of area in which there's primarily your "filler" that's supporting the new nut. It'd have to be one heck of an amazing job to not come apart on you when routing the new slot...
Ultimately, trying to cut a new slot doesn't seem like a very safe (to the guitar I mean) or elegant solution, but I have a soft spot in my heart for people trying dumb things.
Greg