I think it depends on 2 factors:
1. The food you are using.
2. Adequate aeration.

I have the same problem in my crayfish tank. My theory is that the
crayfish is a messy eater and the shrimp pellets I have being using
have oils in them. I found that if I were to cause a lot of surface
agitation, the film dissipated.

I just skimp off the slick once a week or so. The crayfish seem to be
fine.