During a phone conversation yesterday, Blaine gave me some additional ideas as to improving the fastener types and mounting approach for my new Step Sliders. While I haven't completely made up my mind as to what I am going to end up doing, I have yet another idea as to how to potentially deal on a short-term basis with the gap between sliders and the tub side.
As previously mentioned, I had first thought to use a small bead of black silicone caulk. And while there's nothing really wrong with the caulking idea, like all silicone caulking material, it will tend to attract and hold on to dirt & dust (so the black silicone is going to end up looking tan or brown in fairly short order). Also, if you ever need to remove the sliders for whatever reason down the road, the caulking bead will need to be cut and the residue potentially cleaned up (which isn't all that easy to do with the adhesion characteristics of silicone).
Anyway, here's my alternative idea. There is an automotive rubber or vinyl gasketing material called welting or gimp that could be used in this application. Here are some examples:
From Steel Rubber Products:
From Bushwacker:
Part of Kilby's Standard TJ Rockers (red arrow pointing to included gimp):
The skinny part of the gimp or welting goes down into the gap (ideally engaging the machine screws/bolts going through the side of the tub), with the "bulb" part either being pinched somewhat between the sliders & tub, or alternatively "sitting" on top of the gap.