In my 3mm legion set up, I presume that every legion has some small group of skirmishers drawn from the ranks: the Antesignani or their successors or scouts. Whatever.
I presume that a lot if not all Roman soldiers would be trained with a sling, if only for hunting during peace time to supplement rations. It is an easy piece of kit to make, carry and use, and can be useful in sieges en masse.
I can easily imagine Roman commanders drawing off the best slinger for special duty and scouting or skirmishing missions. I very much doubt they’d be equipped like regular legionaires, though.
My legions are set up for Hail Ceasar and have 9 regular cohorts and one large veteran cohort. They also have a unit of horse (I know it probably should be a small unit, but hey: my army), a small unit of javelin armed skirmishers, two small units of slingers and two units of ballista.
We get slapped around, but we have a good time!