Personal assistant AI systems such as Siri, Cortana, and Alexa have become widely used as a means to accomplish tasks through natural language commands. However, components in these systems generally rely on supervised machine learning algorithms that require large amounts of hand-annotated training data, which is expensive and time consuming to collect. The ability to incorporate unsupervised, weakly supervised, or distantly supervised data holds significant promise in overcoming this bottleneck. In this paper, we describe a framework that leverages user engagement signals (user behaviors that demonstrate a positive or negative response to content) to automatically create granular entity labels for training data augmentation. Strategies such as multi-task learning and validation using an external knowledge base are employed to incorporate the engagement annotated data and to boost the model's accuracy on a sequence labeling task. Our results show that learning from data automatically labeled by user engagement signals achieves significant accuracy gains in a production deep learning system, when measured on both the sequence labeling task as well as on user facing results produced by the system end-to-end. We believe this is the first use of user engagement signals to help generate training data for a sequence labeling task on a large scale, and can be applied in practical settings to speed up new feature deployment when little human annotated data is available.