Creating angled guides is simply a matter of defining the guide’s properties; creating angled glyphs is an entirely different matter…

Question EDIT: oblique guides is to create a straight guide and then change the value of angle in the guide properties dialogue box.
Sorry..

You can slant all glyphs at once using Tools/Actions/Contour in Fontlab..

And if you set the slant angle in Font info/Metrics and Dimensions/Key dimensions you will get all your guides in that very angle.