Hey Andy,
normally you can set all you dependencies without a problem. Don't forget to create a new subject/session by clicking on the Data item, otherwise the dependency button will not appear.
For example with slice-timing: select it with spm - temporal - slice timing, click on data and create a new session. When this is done you can set the dependencies for the second processing step: select Realing, click on the data item and create and new session as well. Now you set the dependency to the slice timed files. This you should work for all processing steps.
Regarding dcm-import: I normally use the import function as first step in the batch and connect e.g. the slice timing with the imported files. In this manner I have got a batch with all necessary steps which I can loop through all subject folders.
