There is no documentation, or logic, behind a calibration being complete on a perfectly level surface being any more or less accurate than on a mild slant. Its probably just as accurate if it were laying on its side! A barometer doesnt care how it sits. And the gyro levels its self. Taking off level MIGHT be nice, if flying from a wind free location. But its not any help at all with the slightest of wind.
By all means, calibrate it on its side and let us know how that works out.