I'm on this sailing as well!
I've also never done my time dining, so can't speak to that I'm afraid.
You don't need reservations for the slides or zipline. We were just on the Mariner and did the slides as soon as they opened on boarding day. It was nice to do those while folks were still getting on the ship.
About a monthish before sailing the daily schedules will populate in the app. You can glance through to see when these open each day and see if that might be a good time to stop by then (ie, no other must-do activity happening at the same time).
That's also when you can book reservations for the shows!
In Roatan, I booked a private tour with Victor Bodden. He had lots of good reviews in the Roatan board.
In Costa Maya, we'll only be there until 2pm so we're just going to stay at the port and hang out at one of the pools, probably the one near the exit as it's quieter. We'll be the only ship there so it should be a nice day and not too crowded! (I was there on Mariner with Icon and Enchantment and it was pretty busy). When we were there we also visited the Aviary which was cool. I also got a massage at the spa in the port area and it was great!