In the Behind the Scenes video of Killer Klowns from Outer Space, there is a brief mention of a fishing pole carrier that is supposed to carry the cotton candy cocoons.

Fishing Pole Blue Print

Cotton Candy Fishing Pole Carrier Blueprint

Slim with Cotton Candy Fishing Pole

Slim with the fishing pole when the Terenzi Brothers' ice cream truck crashes through the big top.

As seen in the movie, Slim can be seen holding a Cotton Candy Fishing Pole Carrier, acting as though it was a shotgun, with his close friends.