I used 1/32' hardwood birch to till the slots. Some recommend maple. Others have suggested phenolic (a very hard plastic), which I think would work well. You also commonly see a liquid filler used. I do not like this method, as it leaves the markers edges very sloppy. But, if you aren't concerned with looks, it may be an easier solution.

The toughest part in this step is matching the bottom edge of the fillers to the radius of the board. I used my safety knife and sandpaper to round them and them checked them against the board surface before gluing.