Do not remove the chokes completely!! When shooting slugs, Improved Cylinder tends to work the best in most cases, and is perfectly safe. You could also use Cylinder Bore, but I'm betting you'll get better accuracy with IC in both barrels. As for shooting slugs through your O/U, it won't hurt it at all, it's just a bit unconventional. The only other problem I see is that both barrels might not be that well regulated to one another, causing the slugs fired from each barrel to shoot to a different point of impact, meaning that if you install sights, you might only be able to sight in one barrel. You'll just have to shoot it and see.

Good Luck,

Mike