We simulate a dense athermal suspension of soft particles sheared between hard walls of a prescribed roughness profile, fully accounting for the fluid mechanics of the solvent between the particles and for the solid mechanics of changes in the particle shapes. We, thus, capture the widely observed rheological phenomenon of wall slip. For imposed stresses below the material's bulk yield stress, we show the slip to be dominated by a thin solvent layer of high shear at the wall. At higher stresses, it is augmented by an additional contribution from the fluidization of the first few layers of particles near the wall. By systematically varying the wall roughness, we quantify a suppression of slip with increasing roughness. We also elucidate the effects of slip on the dynamics of yielding following the imposition of constant shear stress, characterizing the timescales at which bulk yielding arises and at which slip first sets in.