The new Asana-Slack integration shows previews for tasks. There are a few actions you can take from the drop-down menu that appears in Slack. It would be great if starting a thread in Slack would add thread replies to that task in Asana.
As an example, the Google Drive-Slack app has this functionality. When someone comments on a Google Doc, you’re notified in Slack. If you reply to the thread in Slack, your reply shows up as a comment in the doc.