You do have to stop the master to add a slave, no way around it. The master creates the replog, and the replog contains the list of hosts to replicate to. My procedure for adding slaves is as follows:

• Change slapd.conf to list the new slave.
• Stop slurpd and manually edit slurpd.status, copying the line of and existing slave, changing the name to match the new slave.
• Stop slapd on an existing slave. Copy the database to the new slave. Start slapd on both slaves.
• Restart slapd on the master.
• Restart slurpd.

By, for instance, creating an "administrative" slave, you can always take down a non-production slave to do copies. Also, stopping the master only causes writes to fail, not reads -- presuming that you direct most or all read traffic to read-only slaves.

You might also notice the replog entries lack the required replica entry, before the change to be make.

Note: this comment is only partially correct and might be misleading. See this comment.