FYI at least as of December 2024 you absolutely can use the Events API to implement slash commands. You still set up the Slash Command on your Slack App via Settings -> Slash Commands. Use the events URL as the Request URL like /slack/events. If you are using bolt.js, you can listen for slash commands using app.command()

https://tools.slack.dev/bolt-js/concepts/commands

Bolt.js will handle the verification for you.