In the story "The Adventure of the Blue Carbuncle", Holmes mentions using a Persian slipper as a hiding place for the stolen jewel, but he doesn't actually keep anything in the toe of it. The slipper is only used to demonstrate the potential hiding places for the stolen gem.
So, while the image of a Persian slipper with hidden treasures might be fun to imagine, it's not a real part of the Sherlock Holmes canon.