Slate pencil has mud with a variable levels of minerals that we see in clay. Among the slate pencils we see most are clay based or soapstone based. In contrast Chalk piece the thick white crumbing one is made up of calcium salts ( calcium carbonate) that are found in our body. So, slate pencils are more harmful than Chalk pieces.
PICA is the general term used for people who eat abnormal things that are inappropriate. It could also be enhanced due to the pregnancy status. Often PICA is associated with low levels of Iron and Zinc in the body, please meet the doctors and get it checked.
Altough what you ingest ( the minerals) will be small quantities, this can lead to having stomach upsets, acidity, nausea and vomiting. It would confuse the normal symptoms of your pregnancy. It is better to avoid this as the baby is in the developmental phase. IF needed have a chat with your obstetrician.
The simple things you can do is , try substituting with sticks of chewing gum, candy, jelly sticks or vegetable sticks (carrot, celery etc) to help you overcome the habit. Homeopathic medicines are available ( Calcera Carb and calcarea phosphorica are used), please consult your obstetrician and check whether these are safe to be take during pregnancy.