Single particle double slit experiment Updated +Created
This experiment seems to be really hard to do, and so there aren't many super clear demonstration videos with full experimental setup description out there unfortunately.
For single-photon non-double-slit experiments see: single photon production and detection experiments. Those are basically a pre-requisite to this.
photon experiments:
Non-elementary particle:
  • 2019-10-08: 25,000 Daltons
  • interactive.quantumnano.at/letsgo/ awesome interactive demo that allows you to control many parameters on a lab. Written in Flash unfortunately, in 2015... what a lack of future proofing!
Video 1.
Single Photon Interference by Veritasium (2013)
Source. Claims to do exactly what we want, but does not describe the setup precisely well enough. Notably, does not justify how he knows that single photons are being produced.