Jewelers Saw, a couple of packets of blades in different thicknesses and your bench vise can do the trick.
Easy & quick to do. Worked for me for the last 40yrs.
You can easily cut the ultra thin Euro type up to approx .020".

The wide road ditch slots as on some guns aren't doable as I don't think they make blades that wide for the saw I use!
But if you're making new screws, the guns worth it to make them look nice (and thin). ,,and it's not a great trick to use the saw to cut a wider slot if necessary. Takes a little practice but what doesn't.