The definition of the macros in the package fail to comment line endings in all of the necessary places. Since TeX interprets these as spaces, spaces are inserted.
The definition of \tikzmarkin
involves numerous, nested conditional clauses. Here, I just tried to pick the one relevant to you and redefine that.
The fix involves adding this to the preamble after loading hf-tikz:
\RenewDocumentCommand{\tikzmarkin}{r<> o m D(){\belowrightoff} D(){\aboveleftoff}}{%
\IfNoValueTF{#2}{%true-val
\only<#1>{\tikz[remember picture,overlay]
\draw[line width=1pt,rectangle,disable rounded corners,fill=\fcol,draw=\bcol]
(pic cs:#3) ++(#4) rectangle (#5) node [anchor=base] (#3){}
;}%
}{%false-val
\only<#1>{\tikz[remember picture,overlay]
\draw[line width=1pt,rectangle,disable rounded corners,fill=\fcol,draw=\bcol,#2]
(pic cs:#3) ++(#4) rectangle (#5) node [anchor=base] (#3){}
;}}%
}
Note that my fix consists of the addition of two %
signs at the end of lines. Obviously, this should be fixed for all cases and not just the Beamer-rounded-corners-fill-etc.-etc. one, but that is really best done in the package by its maintainer.
The results look like this:


Complete code for example:
\documentclass{beamer}
\mode<presentation>
{
\usetheme{CambridgeUS}
\usecolortheme{dolphin}
\setbeamercovered{transparent}
}
\usepackage{colortbl}
\usepackage{amsmath,amssymb,amsthm} %%% INCLUDE
\usepackage{multirow,booktabs,dcolumn}
\usepackage[beamer,customcolors]{hf-tikz}
\usetikzlibrary{calc}
\tikzset{hl/.style={%
set fill color=red!80!black!40,
set border color=red!80!black,
},
}
\RenewDocumentCommand{\tikzmarkin}{r<> o m D(){\belowrightoff} D(){\aboveleftoff}}{%
\IfNoValueTF{#2}{%true-val
\only<#1>{\tikz[remember picture,overlay]
\draw[line width=1pt,rectangle,disable rounded corners,fill=\fcol,draw=\bcol]
(pic cs:#3) ++(#4) rectangle (#5) node [anchor=base] (#3){}
;}%
}{%false-val
\only<#1>{\tikz[remember picture,overlay]
\draw[line width=1pt,rectangle,disable rounded corners,fill=\fcol,draw=\bcol,#2]
(pic cs:#3) ++(#4) rectangle (#5) node [anchor=base] (#3){}
;}}%
}
\begin{document}
\begin{frame}{Regression Results}{Participation}
\begin{table}
\resizebox{0.86\textwidth}{0.4\textheight}{
\begin{tabular}{lcccccc} \hline
& \multicolumn{3}{c}{Dependent Variable:} & \multicolumn{3}{c}{Dependent Variable:} \\
& \multicolumn{3}{c}{Effort>0} & \multicolumn{3}{c}{Effort>5} \\
\cline{2-4} \cline{5-7}
Variables & (1) & (2) & (3) & (4) & (5) & (6) \\
\hline
& & & & & & \\
\tikzmarkin<2>[hl]{H1}Slider & -0.019 & -0.031 & -0.038 & -0.037 & -0.051 & -0.055 \\
& (0.069) & (0.068) & (0.068) & (0.068) & (0.067) & (0.066)\tikzmarkend{H1}\\
Early Departure & -0.143** & -0.160** & -0.147** & -0.204*** & -0.222*** & -0.209*** \\
& (0.070) & (0.070) & (0.070) & (0.069) & (0.068) & (0.069) \\
Pause & -0.427*** & -0.430*** & -0.425*** & -0.694*** & -0.697*** & -0.691*** \\
& (0.068) & (0.068) & (0.067) & (0.067) & (0.066) & (0.066) \\
20-Minute & -0.036 & -0.040 & -0.037 & -0.035 & -0.040 & -0.036 \\
& (0.069) & (0.068) & (0.068) & (0.067) & (0.066) & (0.066) \\
Threshold & -0.284*** & -0.282*** & -0.272*** & -0.266*** & -0.263*** & -0.254*** \\
& (0.068) & (0.068) & (0.067) & (0.067) & (0.066) & (0.066) \\
Flat Wage & 0.037 & 0.020 & 0.031 & 0.056 & 0.038 & 0.041 \\
& (0.069) & (0.069) & (0.069) & (0.068) & (0.067) & (0.067) \\
Effort Choice & -0.606*** & -0.608*** & -0.601*** & -0.766*** & -0.769*** & -0.759*** \\
& (0.068) & (0.068) & (0.068) & (0.067) & (0.066) & (0.066) \\
Constant & 0.963*** & 1.111*** & 0.989*** & 0.944*** & 1.102*** & 1.051*** \\
& (0.049) & (0.064) & (0.159) & (0.048) & (0.062) & (0.155) \\
& & & & & & \\
Observations & 434 & 434 & 434 & 434 & 434 & 434 \\
R-squared & 0.277 & 0.298 & 0.316 & 0.429 & 0.448 & 0.463 \\
\% invested in Risk Task & N & Y & Y & N & Y & Y \\
Controls & N & N & Y & N & N & Y \\
\hline
\multicolumn{7}{c}{ Standard errors in parentheses} \\
\multicolumn{7}{c}{ *** p$<$0.01, ** p$<$0.05, * p$<$0.10} \\
\end{tabular}
\begin{tikzpicture}[remember picture,overlay]
\node<2>[left=-3pt,anchor=west,yshift=1.5ex,font=\small] at (pic cs:H1) {Comment};
\end{tikzpicture}
}
\end{table}
\end{frame}
\end{document}
\unskip
at the beginning of the cell (i.e. before the word "Slider" in the answer you linked) removes the extra space.. – campa Dec 14 '15 at 11:17hf-tikz
(so that the box has a non-zero inner separation, I guess). – Bibi Dec 14 '15 at 14:40hf-tikz
maintainer (or someone better than me ^^) to come up with a solution. – Bibi Dec 14 '15 at 14:56