Here's how I did it. I used tin shears to cut a tissue blade to a length of 3 1/4 inches. It was very easy to cut, but be sure to wear eye protection! Then I put the blade in my adjustable jewelry saw, making it as taut as possible. Again, be careful doing this because the cutting edge of the blade will be up while you are pushing against the saw to tighten it.
I centered the cane in the Precise-a-Slice and stabilized it with some Super Sculpey (putting some on top of the cane, at the back, keeps it from rising when you slice), and then I sliced by holding the saw so that the blade was against the guides and angled slightly. So far, I've had good luck slicing at the thinnest increments marked on the device.