I think you might be confused about what we mean when we say that gravitational waves are "small." Their amplitude is small. I suppose the wavelength can be anything, but the wavelengths of gravitational waves generated by known physical processes are large. This is because frequency and wavelength are inversely proportional, and things need to be moving wicked fast (high frequency) to get a short wavelength: lambda=c/nu, where lambda is wavelength, nu is frequency, and c is the speed of light in vacuum. If two black holes are spinning around each other 50 times per second (which is already crazy to think about), then they will generate gravitational waves at 100 Hz, which have a wavelength of (3e8 m/s)/(100 1/s) = 3e6 meters. Three million meters.

Next: What do you propose is going through the double slit experiment here? The gravitational wave? Matter is transparent to gravitational waves, so it would be difficult to build such a double slit experiment. As another poster here mused, you could probably make some kind of interesting meta-material analogous to a crystal lattice and get some interesting gravitational-wave diffraction pattern. But I'm not sure if this is what you're getting at. The point of the famous double slit experiment for photons is that it shows the dual wave/particle nature of photons (or other elementary particles like electrons). Since we don't have a quantum theory of gravity I suppose it's an open question what the outcome of such an experiment with gravitational waves would be.