We show that, quite generically, a  slab of spin-orbit coupled pyrochlore lattice exhibits surface states whose constant energy curves take the shape of Fermi arcs, localized to different surfaces depending on their quasimomentum. Remarkably, these persist independently of the existence of Weyl points in the bulk. Considering interacting electrons in slabs of finite thickness, we find a plethora of known fractional Chern insulating phases, to which we add the discovery of a new higher Chern number state which is likely a generalization of the Moore-Read fermionic fractional quantum Hall state. By contrast, in the three-dimensional limit, we argue for the absence of gapped states of the flat surface band due to a topologically protected coupling of the surface to gapless states in the bulk. We comment on generalizations as well as experimental perspectives in thin slabs of pyrochlore iridates.