You may have to use a surface rather than a solid to so this, because Solidworks does not let you use the convert entities command to create a sketch of the edges in a cross section.

Create the object as a surface model and set up planes at each point you want to slice. I think you can then select one plane, and the surface and use the insert_curve_split line. This will create a sketch of the cross section that particular plane creates.

Now on second thought, try the above first with your solid model, it actually may work. Either way, the procedure is the same.

Hope this helps.