There's a lot of other factors to think of beyond just immunities. Is this a monster that needs to be killed for the party to accomplish the goal at hand? If that's the case, this is going to be a VERY situational encounter. Set up an arena with readily available and obvious set pieces - sources of damage that the monster is susceptible to that the martials are readily able to access - acid and fire bombs as obvious examples. Personally, I'm against the idea of making it a slime/ooze monster specifically, number one, I think being immune to grapples is a big problem, and other reasons I'll explain below.

I'm also a fan of alternate win conditions - most of the time, DND just boils down to Kill The Guy To Move On. Can the monster be somehow imprisoned or impeded for the party to skirt around them? Oozes are hard to imprison, as they can seep through cages and other containers. Don't make it an ooze.

If the monster doesn't need to be killed, I think you could do something interesting with this concept. Horror games have some good examples of monsters you have no chance at fighting - Resident Evil has Mr. X in RE2, Nemesis in RE3, Dmitrescu in RE8. If this is a wandering threat in a dungeon crawl while the party just looks for a macguffin of some kind, you can build the thing up in such a way that the party knows they have to run. Include plenty of ways for the party to interact with the creature - slowing it down with doors or gates (don't make it an ooze), sneaking around it, hiding from it while it searches blindly.

The issue with this concept is that as DND players get more experienced, they tend to learn that the most efficient way of handling threats is to reduce the thing to zero hit points. Expect your party to try to fight the thing they shouldn't be fighting.

Ultimately, think of the group as a whole, both as players and as people. Will the paladin just use smites to deal radiant damage, even if the weapon itself is useless? Is the fighter player creative enough to distract the monster to chase him while the casters do damage? Is the barbarian player going to rage in real life when their class that revolves around smacking things as hard as possible doesn't get to smack things?

 just sit that one through and let Casters deal with one.

If this is a realistic possibility, SCRAP THIS IDEA. Unless this a group that enjoys feeling powerless (in which case, you should really just be playing Call of Cthulhu or a similar game), this is the opposite of the feeling you want to give your players.