How to ensure Slack runs safely in sandbox?
Slack is a well-known chatting tool and I am yet to hear it does any surveillance. Also, every single Mac app which is submitted into App Store after June 1 of 2012 must have sandboxing implemented or it won't be approved.

Additionally, no app is able to access your computer outside of its limits unless you give it your root password (Slack does not ask for it).

If you still don't feel safe, open Monitor application in Utilities, select Slack app in the list, press (i) button on the toolbar and select "open files and ports" tab. No file will go away.

All the above means that Slack already runs in the Sandbox. In theory (and I stress on "theory") sandbox can be bypassed, but I highly doubt such a serious company would do it first, and second - such app is very unlikely to be on the AppStore.