I don't know if there is a better way in Altium. But it is industry standard to just have castellated holes hanging over the pcb outline in your production data. You'll sure have to point this out to your fabricator in some way, e. g. in the fabrication drawing.
However, a 1 mm wide slot could be less than some fabricators are willing to do, since you need a very small router for this. A 2 mm diameter router is standard in most pcb shops. Anything that requires are smaller router will probably cost more (depends on the shop). Maybe you should consider to use a hole instead of a slot, if that's possible in your application, of course (if that is the only plated slot on the pcb). Drilling a 1 mm hole is certainly cheaper than routing a 1 mm slot.