Sweeping Along a Cylinder (Normal to the Surface)

Hi,

I would like to sweep a slot on a cylinder that will be CNC'ed. The slot needs to be normal to the cylindrical surface as it wraps around it. I tried sweep and wrap and neither wrap normal to the surface.

Closest example of what I need -

Imagine as you turn the grey part, the grooves mate with the tabs on the outlet. Another example would be a bayonet lock - https://www.directindustry.com/prod/staeubli-fluid-connectors/product-7527-1755415.html