The skin on the Slim Jim is edible and you do not have to peel the Slim Jim's.
I've eaten Slim Jim's for years now and never once have I peeled the Slim Jim before eating them.
I just remove the Slim Jim from the package and eat it.
You could peel the skin off the Slim Jim if you want too but it's edible and there's no need to or requirement to peel the Slim Jim before eating it.
Just enjoy the Slim Jim as is as the skin on them are just as enjoyable.
Slim Jim's are not the healthiest snack but they are healthier than other snacks.
If you need to watch your weight then also don't eat too many Slim Jim's as they could increase your weight.