How to create a toggle button with slate?

I will show you how I implemented a toggle button with an image for an editor button. I know it isn't directly answering your question, but hopefully it helps you find a way to do it.

During creation

             SAssignNew(MyToggleButton, SButton)
                 .ContentPadding(0)
                 .ButtonStyle(FEditorStyle::Get(), "ToggleButton")
                 .IsEnabled(true)
                 .OnClicked(this, &SMyClass::OnMyToggleButtonPressed)
                 .HAlign(HAlign_Center)
                 .VAlign(VAlign_Center)
                 .Content()
                 [
                     SNew(SImage)
                     .Image(this, &SMyClass::GetMyToggleButtonBrush)
                 ]

The function to get the brush

 const FSlateBrush* SMyClass::GetMyToggleButtonBrush() const
 {
     if (IsOn)
     {
         return MyToggleButton->IsHovered() ? FEditorStyle::GetBrush("Level.MyToggleOnHighlightIcon16x") :
             FEditorStyle::GetBrush("Level.MyToggleOnIcon16x");
     }
     else
     {
         return MyToggleButton->IsHovered() ? FEditorStyle::GetBrush("Level.MyToggleOnHighlightIcon16x") :
             FEditorStyle::GetBrush("Level.MyToggleOnIcon16x");
     }
 }

So what are you seeing when using the code in your question, and what do you expect to see instead?

I expected to have this: http://getbootstrap.com/javascript/#buttons-checkbox-radio and I got something like the tool buttons of UE4 geometry mode (classic radio buttons, which are not good for tools). But I will try to do something like in the folliage mode (I'll look at the source code).