Which direction of a forward slip is safer during a turn to final?
I use slipping turns all the time.  

If you want to do a slipping turn you yaw the nose OUT of the turn, being careful to keep G loads low. It's NOT a dangerous maneuver if you keep speed up and nose down while doing it although you should use a bit more aggressive nose down than in a straight side slip to account for the slight extra G from the turn.  If you keep the wings largely unloaded and let the airplane fall semi-ballistically, you aren't going to stall.

To do it safely however, you do have to know how to fly the plane.