If you go to your gateway settings page, you get the following information:

Host: myteam.irc.slack.com
User: MySlackUser
Pass: MySlackPassword

So what you have to do is, message your bouncer to add a new network:

/msg *status addnetwork myteam

Then connect to the newly added network in ZNC, and add the Slack server to it:

/server add myteam myznc.com +ssl -password=ZNCUsername/myteam:ZNCPassword
/connect myteam
/msg *status addserver myteam.irc.slack.com +6667 MySlackPassword

At this point ZNC will automatically try to connect, and it will blocked by slackbot, saying "Invalid user name or password". Now comes the magic sauce:

/msg *status disconnect
/msg *status saveconfig

The saveconfig is important, ZNC keeps your settings in memory, and only flushes it to disk when instructed. Now you SSH into your server where ZNC is running (or you can use the web interface), and you change your nickname, and your ident for the server to match the username that you got on the Slack gateway page. Open ~/.znc/config, and find your network:

<Network myteam>
    Ident = MySlackUser
    Nick = MySlackUser

After saving the file, reload the ZNC config:

/msg *status rehash
/msg *status connect

It should connect now.