Guess what the manual I linked was kind of right. I was back at the lathe today and pulled them out.
the compound slide is quite think and the Allen bolts are M5 x 25 (30 including the head).
I ordered M5 x 16, but my base plate is 10mm and that will mean they will screw 5mm into the swivel in the cross slide, which is the same as the current ones do with the compound slide fitted.