$\DeclareMathOperator\SL{SL}$Let $p$ be an odd prime. It is easy to show that $\SL_2(3)$ can be embedded into $\SL_2(p)$.
Now, let $n$ be an integer larger than $2$.
Question: In which circumstances, $\SL_n(3)$ can be embedded into $\SL_n(p)$?
$\DeclareMathOperator\SL{SL}$Let $p$ be an odd prime. It is easy to show that $\SL_2(3)$ can be embedded into $\SL_2(p)$.
Now, let $n$ be an integer larger than $2$.
Question: In which circumstances, $\SL_n(3)$ can be embedded into $\SL_n(p)$?
$\DeclareMathOperator\SL{SL}$Here is a quick and dirty argument. For $\SL(3,3)$ we can check directly that there is no representation of dimension less than $11$ over a field of characteristic $\ne 3$. So we can assume that $n\geqslant 11$. On the other hand, the Sylow $3$-subgroup of $\SL(n,3)$ has derived length at least $\log_2(n)$, whereas the Sylow $3$-subgroup of $\SL(n,p)$ for $p>3$ has derived length at most $\log_3(n)+1$. If $\log_2(n)\leqslant \log_3(n)+1$ then $n\leqslant 2^{1/(1-\log_3(2))} < 7$. This contradiction shows that there is no $n\ge 3$ for which $\SL(n,3)$ embeds in $\SL(n,p)$ with $p>3$. I hope I haven't made any stupid mistakes here.
$\DeclareMathOperator\SL{SL}$The idea I had in mind originally when I made the comment was more simple-minded. I'll deal with the case that $n$ is even for ease of exposition.
Each $3$-subgroup $S$ of $\SL(n,p)$ has an Abelian normal subgroup of index dividing the $3$-part of $n!$, so certainly dividing $3^{\frac{n-1}{2}}$.
A Sylow $3$-subgroup $T$ of $\SL(n,3)$ has order $3^{\frac{n(n-1)}{2}}$, and the largest Abelian subgroup of $T$ has order $3^{\frac{n^{2}}{4}}$, so $T$ has no Abelian subgroup of index less than $3^{\frac{n^{2}}{4} -\frac{n}{2}}$.
If $T$ embeds in $\SL(n,p),$ then we must have $\frac{n^{2}}{4} \leq \frac{n}{2} + \frac{n-1}{2} < n$, so $n < 4$ (since $n$ is even, this forces $n=2$).
The argument for $n$ odd is similar.
Later edit: In fact, I think the case $n = 3$ and $p \equiv 1$ (mod $3$) needs a separate argument, since $\SL(3,p)$ may contain extra-special subgroups of order $27$ in that case. Last edit: For completeness, I will give an argument for this case: A maximal parabolic $P$ of $\SL(3,3)$ is a semidirect product of an elementary Abelian subgroup of order $9$ with $\operatorname{GL}(2,3)$. In particular, $P$ contains a Frobenius group of order $72$ with kernel of order $9$. It follows that $P$ has no faithful complex character of degree less than $8$ (in fact, it does have two faithful irreducible characters of degree $8$). Since $P$ is solvable, it follows by the Fong–Swan theorem that $P$ has no faithful representation of degree less than $8$ over any field of characteristic $p > 3$. Hence $P$ does not embed as a subgroup of $\SL(3,p)$ when $p >3$.