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:
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.