You mean as a clay to make fired things out of? People have used it in making pottery, tiles, and bricks I think. It's called Gault clay in most places, so you're more likely to find refs on its use under that name. Blue slipper is the local name only on the isle of Wight, AFAICT.
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* Dunton Green is a palce name rather than a reference to the colour of the brick, which is vaguely disappointing blue-grey.