Yes, this is one variation of what is referred to as "in-slot cooling". Keep in mind that putting coolant inside the slot removes precious conductor cross-sectional area. There is a tradeoff to be analyzed, and in some situations it can make sense. However, in-slot cooling does lock you in to having a liquid cooling system, whereas the design we currently use (coolant channels integrated into shared housing) could be modified to be air-cooled if it makes sense to do so.