Attaching second layer of drywall -- is there something I can do to ensure it doesn't ruin the base drywall if I have to remove it eventually?
Any method you choose is going to affect the existing drywall. Patching small holes in drywall is simple and easy but patching dozens of holes is more work than patching just a few.
If you use drywall you will have to use dozens of screws to attach it to the existing wall.  If you use a more rigid base then you can get away with just  a few fastener points.
Use 3/8&quot; or 1/2&quot; plywood and attach  horizontal rows of screws into the studs near the top, in the middle and near the bottom.  You will want to place your screws so they are accessible, between slats or under slats that will be removable, in order to access them when it comes time to remove the wall.
When the time comes you unscrew slat wall and take it with you to you your new castle. You can do it in section if you like, Studs are 16&quot; on center so if you do not want a 48&quot; wide (4x8 plywood) you could cut them so they fall on the studs. I.E. 16&quot;, 32&quot; etc. A stud finder will help to find a stud to use as a reference to measure from for the others.
Note. Sometimes studs are spaced farther or closer for various reasons so map out all of your studs before hand and design your panels accordingly.