(defclass some-class nil (slot1 slot2))

(defun parse-date (foo)
  foo)

(defmethod initialize-instance :after ((some-class some-class) &key)
  (macrolet
      ((maybe-parse-date (slot-name)
         `(with-slots (,slot-name) some-class
           (when ,slot-name
             (setf ,slot-name (etypecase ,slot-name
                                (integer ,slot-name)
                                (string (parse-date ,slot-name))))))))
    (maybe-parse-date slot-1)
    (maybe-parse-date slot-2)))