I just came across the warning myself (after ignoring all the PyType_INIT() warnings; what to do about those?) and came to the same conclusion: it's a pain to fix.

One option is to do a PyErr_Occurred() check at inherit_slots() call sites. Would that mitigate the leak? If I remember correctly inherit_slots() is not called constantly (only when a type is being created?) so having the expensive PyErr_Occurred() call should not hurt performance.