In the other answer, Qiaochu showed that every finite $\ell$-subgroup of $\mathrm{SL}_2(\Bbb Z_p)$ is cyclic. This is not sufficient to determine the (pro-)$\ell$ subgroups without further argument (as the example $\Bbb Z_\ell \subset \widehat{\Bbb Z}$ shows, in general the $\ell$-Sylow subgroup of a profinite group can be torsion-free).
However, in this particular case, it's possible to show that the $\ell$-Sylow subgroups of $\mathrm{SL}_2(\Bbb Z_p)$ are finite (and hence cyclic by the answer).
The idea is to use the profinite version of the order (and index) of profinite groups. For a profinite group $G$ with a closed subgroup $H$, the index $(G:H)$ is a supernatural number. Details on this can be found in Ribes-Zalesskii or Neukirch-Schmidt-Wingberg. For example, every infinite pro-$p$ group has order $p^{\infty}$. Consider the kernel $K$ of the projection $\mathrm{SL}_2(\Bbb Z_p) \to \mathrm{SL}_2(\Bbb F_p)$. I claim that $K$ is a pro-$p$ group. Let $$K_n:=\ker(\mathrm{SL}_2(\Bbb Z/p^n\Bbb Z) \to \mathrm{SL}_2(\Bbb F_p))$$
From the fact that taking inverse limits in the category of profinite groups is exact, we obtain that $K=\varprojlim K_n$. Hence it suffices to show that $K_n$ is a finite $p$-group for each $n$. This follows from a general computation of the order of $\mathrm{SL}_2(\Bbb Z/n\Bbb Z)$, see this answer which implies that the order of $K_n$ is a power of $p$.
Thus we obtain $\#K=p^\infty$. Hence the order of $\mathrm{SL}_2(\Bbb Z_p)$ is $$(\mathrm{SL}_2(\Bbb Z_p):1)=(\mathrm{SL}_2(\Bbb Z_p):K)(K:1)=\#\mathrm{SL}_2(\Bbb F_p)p^\infty$$
Because $\#\mathrm{SL}_2(\Bbb F_p)$ is a finite (super)natural number, we get that the supernatural order of $\mathrm{SL}_2(\Bbb Z_p)$ can only be divisible by a finite power of a prime $\ell \neq p$ and hence all $\ell$-Sylow subgroups are finite (and hence cyclic by the other answer).