As suggested circles and riders body "resisting" the movement are 2 ways to slow the walk, another is a dressage technique called "shoulder fore".
In shoulder fore (SF) you "straighten" the horse between one (inside) leg and the opposite (outside) rein, using the outside rein to ask the horse to bring their shoulders SLIGHTLY towards the inside leg withOUT swinging the haunches (butt) outside (i.e. Away from the inside leg).
What SF does is cause the horse to step underneath their body a bit more with their hind legs, naturally "collecting" the horse - I.e. Slowing the steps and forward progress. It really works well plus trains the horse to be more responsive to the legs for more than just "go".