I almost never use shot anymore, favoring the tungsten putty instead. However, when I do use shot, I do something a little different to prevent it from slipping without weakening it by putting a knot in the tippet. I lay the tippet in the open groove of the shot, then loop it under the shot and back through the groove again, then close it. That doubling over prevents the shot from going anywhere, but when I take the shot off, there's no knot to worry about.